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 | 0.44% | 2.31 CHF | 2.32 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 687,630 CHF | 115,105 CHF | 99.16% | 99.16% |
| 19/11/2024 | 0.42% | 2.25 CHF | 2.26 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 707,071 CHF | 118,345 CHF | 96.62% | 96.62% |
| 18/11/2024 | 0.40% | 2.54 CHF | 2.55 CHF | 300,000 | 50,000 | 300,000 | 69,567 | 754,699 CHF | 175,625 CHF | 99.21% | 99.21% |
| 15/11/2024 | 0.39% | 2.51 CHF | 2.52 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 758,175 CHF | 190,294 CHF | 99.17% | 99.17% |
| 14/11/2024 | 0.39% | 2.60 CHF | 2.61 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 773,767 CHF | 194,192 CHF | 99.15% | 99.15% |
| 13/11/2024 | 0.40% | 2.56 CHF | 2.57 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 756,752 CHF | 189,938 CHF | 99.16% | 99.16% |
| 12/11/2024 | 0.37% | 2.65 CHF | 2.66 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 806,785 CHF | 202,446 CHF | 99.16% | 99.16% |
| 11/11/2024 | 0.36% | 2.74 CHF | 2.75 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 835,706 CHF | 209,676 CHF | 99.16% | 99.16% |
| 08/11/2024 | 0.37% | 2.71 CHF | 2.72 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 806,552 CHF | 202,388 CHF | 99.17% | 99.17% |
| 07/11/2024 | 0.37% | 2.67 CHF | 2.68 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 816,461 CHF | 204,865 CHF | 98.18% | 98.18% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)