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 | 1.56% | 0.70 CHF | 0.71 CHF | 80,000 | 75,000 | 79,858 | 75,000 | 56,268 CHF | 53,677 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.56% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 75,206 | 75,000 | 54,950 CHF | 55,667 CHF | 99.40% | 99.40% |
| 18/11/2024 | 1.38% | 0.71 CHF | 0.72 CHF | 80,000 | 75,000 | 76,955 | 75,000 | 55,328 CHF | 54,694 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.50% | 0.70 CHF | 0.71 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,050 CHF | 50,484 CHF | 99.99% | 99.99% |
| 14/11/2024 | 1.71% | 0.65 CHF | 0.67 CHF | 80,000 | 75,000 | 80,201 | 75,000 | 53,141 CHF | 50,557 CHF | 99.52% | 99.52% |
| 13/11/2024 | 2.05% | 0.62 CHF | 0.63 CHF | 90,000 | 75,000 | 89,570 | 74,442 | 54,337 CHF | 46,107 CHF | 99.32% | 99.32% |
| 12/11/2024 | 1.80% | 0.58 CHF | 0.59 CHF | 90,000 | 75,000 | 91,101 | 75,000 | 51,740 CHF | 43,389 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.00% | 0.54 CHF | 0.55 CHF | 100,000 | 75,000 | 100,373 | 75,000 | 51,890 CHF | 39,563 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.24% | 0.52 CHF | 0.54 CHF | 100,000 | 75,000 | 105,777 | 75,000 | 52,155 CHF | 37,861 CHF | 100.00% | 100.00% |
| 07/11/2024 | 3.05% | 0.44 CHF | 0.45 CHF | 120,000 | 75,000 | 129,965 | 72,407 | 51,532 CHF | 29,949 CHF | 99.13% | 99.13% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)