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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 1.58% | 0.65 CHF | 0.66 CHF | 180,000 | 180,000 | 179,917 | 179,917 | 113,032 CHF | 114,832 CHF | 100.00% | 100.00% |
| 22/11/2024 | 1.56% | 0.65 CHF | 0.66 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 114,425 CHF | 116,225 CHF | 100.00% | 100.00% |
| 20/11/2024 | 1.55% | 0.63 CHF | 0.64 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 115,383 CHF | 117,183 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.60% | 0.65 CHF | 0.66 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 111,678 CHF | 113,478 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.52% | 0.66 CHF | 0.67 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 117,772 CHF | 119,572 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.53% | 0.66 CHF | 0.67 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 117,145 CHF | 118,945 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.67% | 0.61 CHF | 0.62 CHF | 180,000 | 180,000 | 181,848 | 181,848 | 107,865 CHF | 109,683 CHF | 99.33% | 99.33% |
| 13/11/2024 | 1.85% | 0.52 CHF | 0.53 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 101,791 CHF | 103,691 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.71% | 0.53 CHF | 0.54 CHF | 190,000 | 190,000 | 181,938 | 181,938 | 105,649 CHF | 107,468 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.55% | 0.63 CHF | 0.64 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 115,151 CHF | 116,951 CHF | 99.93% | 99.93% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)