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 | 0.36% | 2.76 CHF | 2.77 CHF | 550,000 | 550,000 | 532,036 | 532,036 | 1,457,970 CHF | 1,463,290 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.37% | 2.73 CHF | 2.74 CHF | 530,000 | 530,000 | 528,196 | 528,196 | 1,438,510 CHF | 1,443,790 CHF | 99.87% | 99.87% |
| 18/11/2024 | 0.37% | 2.74 CHF | 2.75 CHF | 530,000 | 530,000 | 527,361 | 527,361 | 1,440,640 CHF | 1,445,910 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.37% | 2.73 CHF | 2.74 CHF | 530,000 | 530,000 | 519,345 | 519,345 | 1,410,760 CHF | 1,415,960 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 520,000 | 520,000 | 525,213 | 525,213 | 1,430,920 CHF | 1,436,170 CHF | 99.04% | 99.04% |
| 13/11/2024 | 0.37% | 2.73 CHF | 2.74 CHF | 530,000 | 530,000 | 519,444 | 519,444 | 1,405,960 CHF | 1,411,160 CHF | 99.00% | 99.00% |
| 12/11/2024 | 0.41% | 2.69 CHF | 2.70 CHF | 520,000 | 520,000 | 479,015 | 479,015 | 1,248,070 CHF | 1,253,010 CHF | 97.78% | 97.78% |
| 11/11/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 440,000 | 440,000 | 435,191 | 435,191 | 1,014,910 CHF | 1,019,260 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 440,000 | 440,000 | 438,175 | 438,175 | 1,040,900 CHF | 1,045,280 CHF | 98.90% | 98.90% |
| 07/11/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 430,000 | 430,000 | 428,959 | 428,959 | 1,005,600 CHF | 1,009,890 CHF | 100.00% | 100.00% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)