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 | - | 1.37 CHF | 1.40 CHF | 50,000 | 50,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
| 19/11/2024 | 1.91% | 1.34 CHF | 1.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,384 CHF | 67,664 CHF | 69.51% | 69.51% |
| 18/11/2024 | 1.89% | 1.36 CHF | 1.39 CHF | 50,000 | 50,000 | 46,871 | 40,612 | 63,900 CHF | 56,255 CHF | 70.48% | 70.48% |
| 15/11/2024 | 1.51% | 1.39 CHF | 1.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,426 CHF | 70,482 CHF | 58.43% | 58.43% |
| 14/11/2024 | 1.62% | 1.43 CHF | 1.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,443 CHF | 71,596 CHF | 44.17% | 44.17% |
| 13/11/2024 | - | 1.41 CHF | 1.43 CHF | 50,000 | 50,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
| 12/11/2024 | 1.66% | 1.42 CHF | 1.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,389 CHF | 73,603 CHF | 74.48% | 74.48% |
| 11/11/2024 | 1.55% | 1.49 CHF | 1.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,569 CHF | 75,733 CHF | 99.06% | 99.06% |
| 08/11/2024 | 1.70% | 1.42 CHF | 1.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,427 CHF | 71,632 CHF | 81.74% | 81.74% |
| 07/11/2024 | 1.57% | 1.42 CHF | 1.45 CHF | 50,000 | 50,000 | 49,497 | 48,743 | 70,431 CHF | 70,474 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)