Login
market maker quality
| Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 20/11/2024 | 1.59% | 1.27 CHF | 1.30 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 97,861 CHF | 99,432 CHF | 96.57% | 96.57% |
| 19/11/2024 | 1.67% | 1.23 CHF | 1.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,593 CHF | 62,631 CHF | 99.18% | 99.18% |
| 18/11/2024 | 1.83% | 1.26 CHF | 1.28 CHF | 75,000 | 75,000 | 67,449 | 64,079 | 84,139 CHF | 81,281 CHF | 99.06% | 99.06% |
| 15/11/2024 | 1.78% | 1.21 CHF | 1.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,102 CHF | 59,145 CHF | 99.90% | 99.90% |
| 14/11/2024 | 1.82% | 1.26 CHF | 1.28 CHF | 50,000 | 50,000 | 48,146 | 48,146 | 56,255 CHF | 57,271 CHF | 96.78% | 96.78% |
| 13/11/2024 | 1.62% | 1.27 CHF | 1.29 CHF | 75,000 | 75,000 | 74,306 | 74,123 | 94,039 CHF | 95,334 CHF | 98.65% | 98.65% |
| 12/11/2024 | 1.69% | 1.17 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,249 CHF | 62,295 CHF | 95.23% | 95.23% |
| 11/11/2024 | 1.55% | 1.32 CHF | 1.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,373 CHF | 67,410 CHF | 99.36% | 99.36% |
| 08/11/2024 | 1.60% | 1.31 CHF | 1.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,289 CHF | 66,341 CHF | 98.44% | 98.44% |
| 07/11/2024 | 1.59% | 1.35 CHF | 1.37 CHF | 50,000 | 50,000 | 48,116 | 48,116 | 65,801 CHF | 66,821 CHF | 95.16% | 95.16% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)