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 | 3.23% | 0.37 CHF | 0.38 CHF | 140,000 | 75,000 | 142,789 | 75,000 | 51,227 CHF | 27,802 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.93% | 0.35 CHF | 0.36 CHF | 150,000 | 75,000 | 154,637 | 75,000 | 51,928 CHF | 25,957 CHF | 99.40% | 99.40% |
| 18/11/2024 | 3.06% | 0.36 CHF | 0.37 CHF | 140,000 | 75,000 | 147,284 | 75,000 | 51,300 CHF | 26,962 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.63% | 0.37 CHF | 0.38 CHF | 140,000 | 75,000 | 127,104 | 75,000 | 51,502 CHF | 31,266 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.77% | 0.41 CHF | 0.43 CHF | 130,000 | 75,000 | 128,642 | 75,000 | 52,080 CHF | 31,297 CHF | 99.52% | 99.52% |
| 13/11/2024 | 2.34% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 112,589 | 74,442 | 52,100 CHF | 35,281 CHF | 99.32% | 99.32% |
| 12/11/2024 | 2.10% | 0.49 CHF | 0.50 CHF | 110,000 | 75,000 | 102,883 | 75,000 | 51,688 CHF | 38,512 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.15% | 0.54 CHF | 0.55 CHF | 100,000 | 75,000 | 94,747 | 75,000 | 52,479 CHF | 42,498 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.86% | 0.55 CHF | 0.56 CHF | 100,000 | 75,000 | 90,702 | 75,000 | 52,587 CHF | 44,315 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.91% | 0.63 CHF | 0.65 CHF | 80,000 | 75,000 | 78,854 | 72,407 | 53,238 CHF | 49,713 CHF | 99.13% | 99.13% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)