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 | 0.24% | 7.45 CHF | 7.46 CHF | 51,000 | 51,000 | 20,448 | 20,448 | 153,087 CHF | 153,386 CHF | 99.75% | 99.75% |
| 19/11/2024 | 0.25% | 7.39 CHF | 7.40 CHF | 52,000 | 52,000 | 20,966 | 20,966 | 151,602 CHF | 151,908 CHF | 99.97% | 99.97% |
| 18/11/2024 | 0.25% | 7.26 CHF | 7.27 CHF | 52,000 | 52,000 | 20,468 | 20,468 | 145,824 CHF | 146,120 CHF | 99.89% | 99.89% |
| 15/11/2024 | 0.23% | 7.24 CHF | 7.25 CHF | 52,000 | 52,000 | 20,060 | 20,060 | 150,046 CHF | 150,335 CHF | 98.81% | 98.81% |
| 14/11/2024 | 0.23% | 7.92 CHF | 7.93 CHF | 49,000 | 49,000 | 19,456 | 19,456 | 154,164 CHF | 154,446 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.22% | 7.80 CHF | 7.81 CHF | 50,000 | 50,000 | 19,510 | 19,510 | 155,860 CHF | 156,143 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.26% | 8.15 CHF | 8.16 CHF | 49,000 | 49,000 | 18,127 | 18,127 | 149,340 CHF | 149,597 CHF | 95.89% | 99.82% |
| 11/11/2024 | 0.21% | 8.37 CHF | 8.38 CHF | 48,000 | 48,000 | 18,698 | 18,698 | 159,354 CHF | 159,624 CHF | 99.59% | 99.59% |
| 08/11/2024 | 0.20% | 8.59 CHF | 8.60 CHF | 47,000 | 47,000 | 18,367 | 18,367 | 160,638 CHF | 160,903 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.40% | 9.08 CHF | 9.09 CHF | 45,000 | 45,000 | 14,458 | 14,458 | 124,786 CHF | 125,047 CHF | 98.05% | 98.05% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)