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 | 1.02% | 2.02 CHF | 2.11 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 63,497 CHF | 21,382 CHF | 14.13% | 100.00% |
| 19/11/2024 | 1.11% | 2.02 CHF | 2.04 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 59,157 CHF | 19,939 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.18% | 2.00 CHF | 2.02 CHF | 30,000 | 10,000 | 26,692 | 8,897 | 53,978 CHF | 18,198 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.22% | 2.06 CHF | 2.08 CHF | 30,000 | 10,000 | 20,885 | 8,177 | 43,930 CHF | 17,330 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.08% | 2.03 CHF | 2.06 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 61,323 CHF | 20,662 CHF | 99.44% | 99.44% |
| 13/11/2024 | 1.09% | 2.11 CHF | 2.14 CHF | 30,000 | 10,000 | 29,812 | 9,937 | 60,408 CHF | 20,356 CHF | 98.88% | 98.88% |
| 12/11/2024 | 1.07% | 2.03 CHF | 2.05 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 62,252 CHF | 20,974 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.99% | 2.16 CHF | 2.18 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 65,982 CHF | 22,212 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.03% | 2.11 CHF | 2.13 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 63,389 CHF | 21,349 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.10% | 2.04 CHF | 2.06 CHF | 30,000 | 10,000 | 29,221 | 9,740 | 60,725 CHF | 20,462 CHF | 99.06% | 99.06% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)