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 | 15.45% | 0.06 CHF | 0.07 CHF | 493,931 | 75,000 | 494,239 | 75,000 | 29,737 CHF | 5,268 CHF | 100.00% | 100.00% |
| 19/11/2024 | 18.54% | 0.06 CHF | 0.07 CHF | 500,000 | 75,000 | 499,463 | 75,000 | 25,772 CHF | 4,660 CHF | 99.40% | 99.40% |
| 18/11/2024 | 21.27% | 0.06 CHF | 0.07 CHF | 500,000 | 75,000 | 499,657 | 69,487 | 28,480 CHF | 4,861 CHF | 100.00% | 100.00% |
| 15/11/2024 | 13.07% | 0.07 CHF | 0.08 CHF | 500,000 | 75,000 | 435,584 | 75,000 | 33,693 CHF | 6,626 CHF | 100.00% | 100.00% |
| 14/11/2024 | 13.33% | 0.08 CHF | 0.09 CHF | 415,027 | 75,000 | 436,576 | 75,000 | 34,416 CHF | 6,792 CHF | 99.52% | 99.52% |
| 13/11/2024 | 10.81% | 0.10 CHF | 0.11 CHF | 383,816 | 75,000 | 363,222 | 74,442 | 37,244 CHF | 8,504 CHF | 99.32% | 99.32% |
| 12/11/2024 | 9.00% | 0.12 CHF | 0.13 CHF | 335,961 | 75,000 | 321,392 | 75,000 | 39,372 CHF | 10,064 CHF | 100.00% | 100.00% |
| 11/11/2024 | 7.25% | 0.14 CHF | 0.15 CHF | 300,275 | 75,000 | 281,571 | 75,000 | 42,130 CHF | 12,088 CHF | 100.00% | 100.00% |
| 08/11/2024 | 6.89% | 0.15 CHF | 0.16 CHF | 273,041 | 75,000 | 260,992 | 75,000 | 42,933 CHF | 13,234 CHF | 100.00% | 100.00% |
| 07/11/2024 | 5.49% | 0.20 CHF | 0.21 CHF | 235,763 | 75,000 | 203,938 | 68,832 | 50,330 CHF | 17,898 CHF | 41.67% | 41.67% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)