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 | 0.82% | 1.18 CHF | 1.19 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 273,257 CHF | 91,836 CHF | 98.32% | 98.32% |
| 19/11/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 259,560 CHF | 87,270 CHF | 96.16% | 96.16% |
| 18/11/2024 | 0.86% | 1.18 CHF | 1.19 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 261,874 CHF | 88,041 CHF | 96.78% | 96.78% |
| 15/11/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 261,323 CHF | 87,858 CHF | 95.43% | 95.43% |
| 14/11/2024 | 0.90% | 1.15 CHF | 1.16 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 250,326 CHF | 84,192 CHF | 98.31% | 98.31% |
| 13/11/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 249,084 CHF | 83,778 CHF | 98.24% | 98.24% |
| 12/11/2024 | 0.84% | 1.10 CHF | 1.11 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 265,352 CHF | 89,201 CHF | 98.93% | 98.93% |
| 11/11/2024 | 0.78% | 1.26 CHF | 1.27 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 289,004 CHF | 97,085 CHF | 97.86% | 97.86% |
| 08/11/2024 | 0.86% | 1.13 CHF | 1.14 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 260,197 CHF | 87,482 CHF | 98.83% | 98.83% |
| 07/11/2024 | 0.86% | 1.19 CHF | 1.20 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 260,852 CHF | 87,701 CHF | 98.30% | 98.30% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)