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 | 0.55% | 1.89 CHF | 1.90 CHF | 150,000 | 150,000 | 67,518 | 67,518 | 124,585 CHF | 125,262 CHF | 99.90% | 99.90% |
| 19/11/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 152,000 | 152,000 | 67,626 | 67,626 | 124,574 CHF | 125,252 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 150,000 | 150,000 | 65,033 | 65,033 | 126,318 CHF | 126,969 CHF | 99.63% | 99.63% |
| 15/11/2024 | 0.59% | 1.90 CHF | 1.91 CHF | 150,000 | 150,000 | 49,861 | 49,861 | 90,659 CHF | 91,159 CHF | 98.89% | 98.89% |
| 14/11/2024 | 1.12% | 1.79 CHF | 1.80 CHF | 152,000 | 152,000 | 50,871 | 50,871 | 89,778 CHF | 90,352 CHF | 95.00% | 95.00% |
| 13/11/2024 | 0.75% | 1.37 CHF | 1.38 CHF | 168,000 | 168,000 | 75,201 | 75,201 | 101,935 CHF | 102,689 CHF | 99.78% | 99.78% |
| 12/11/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 170,000 | 170,000 | 75,479 | 75,479 | 100,161 CHF | 100,917 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 1.31 CHF | 1.32 CHF | 170,000 | 170,000 | 76,291 | 76,291 | 98,861 CHF | 99,625 CHF | 99.90% | 99.90% |
| 08/11/2024 | 0.82% | 1.25 CHF | 1.26 CHF | 174,000 | 174,000 | 78,033 | 78,033 | 96,830 CHF | 97,612 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.81% | 1.26 CHF | 1.27 CHF | 174,000 | 174,000 | 77,459 | 77,459 | 97,570 CHF | 98,346 CHF | 99.85% | 99.85% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)