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 | 2.38% | 0.39 CHF | 0.40 CHF | 130,000 | 75,000 | 124,760 | 75,000 | 51,745 CHF | 31,920 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.44% | 0.40 CHF | 0.41 CHF | 130,000 | 75,000 | 128,584 | 75,000 | 52,106 CHF | 31,190 CHF | 99.92% | 99.92% |
| 18/11/2024 | 2.56% | 0.43 CHF | 0.44 CHF | 120,000 | 75,000 | 120,772 | 71,308 | 51,351 CHF | 31,084 CHF | 91.45% | 91.45% |
| 15/11/2024 | 2.14% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 112,235 | 75,000 | 51,836 CHF | 35,412 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.22% | 0.47 CHF | 0.48 CHF | 110,000 | 75,000 | 115,881 | 75,000 | 51,721 CHF | 34,283 CHF | 96.08% | 96.08% |
| 13/11/2024 | 2.44% | 0.41 CHF | 0.42 CHF | 130,000 | 75,000 | 126,515 | 74,351 | 51,902 CHF | 31,271 CHF | 84.33% | 84.33% |
| 12/11/2024 | 2.12% | 0.43 CHF | 0.44 CHF | 120,000 | 75,000 | 111,190 | 75,000 | 52,007 CHF | 35,858 CHF | 88.09% | 88.09% |
| 11/11/2024 | 2.27% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 108,130 | 72,496 | 49,941 CHF | 34,257 CHF | 74.49% | 74.49% |
| 08/11/2024 | 2.38% | 0.41 CHF | 0.42 CHF | 130,000 | 75,000 | 123,483 | 75,000 | 51,356 CHF | 31,966 CHF | 99.37% | 99.37% |
| 07/11/2024 | 2.32% | 0.44 CHF | 0.45 CHF | 120,000 | 75,000 | 120,340 | 73,698 | 52,706 CHF | 33,077 CHF | 98.73% | 98.73% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)