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 | 0.58% | 1.70 CHF | 1.71 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,032,970 CHF | 432,905 CHF | 97.63% | 97.63% |
| 19/11/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,010,910 CHF | 423,711 CHF | 89.95% | 89.95% |
| 18/11/2024 | 0.60% | 1.70 CHF | 1.71 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,004,140 CHF | 420,892 CHF | 94.69% | 94.69% |
| 15/11/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,013,920 CHF | 424,968 CHF | 97.21% | 97.21% |
| 14/11/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,033,420 CHF | 433,092 CHF | 98.85% | 98.85% |
| 13/11/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 933,369 CHF | 391,404 CHF | 96.15% | 96.15% |
| 12/11/2024 | 0.61% | 1.59 CHF | 1.60 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 982,896 CHF | 412,040 CHF | 94.93% | 94.93% |
| 11/11/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,017,590 CHF | 426,497 CHF | 94.69% | 94.69% |
| 08/11/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 992,286 CHF | 415,953 CHF | 90.64% | 90.64% |
| 07/11/2024 | 0.62% | 1.63 CHF | 1.64 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 971,357 CHF | 407,232 CHF | 97.97% | 97.97% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)