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 | 0.63% | 1.57 CHF | 1.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 713,375 CHF | 239,292 CHF | 98.88% | 98.88% |
| 19/11/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 722,292 CHF | 242,264 CHF | 98.87% | 98.87% |
| 18/11/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 752,212 CHF | 252,237 CHF | 96.78% | 96.78% |
| 15/11/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 760,716 CHF | 255,072 CHF | 99.37% | 99.37% |
| 14/11/2024 | 0.58% | 1.77 CHF | 1.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 777,135 CHF | 260,545 CHF | 99.37% | 99.37% |
| 13/11/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 758,543 CHF | 254,348 CHF | 97.01% | 97.01% |
| 12/11/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 756,048 CHF | 253,516 CHF | 96.82% | 96.82% |
| 11/11/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 730,063 CHF | 244,854 CHF | 96.89% | 96.89% |
| 08/11/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 703,944 CHF | 236,148 CHF | 93.42% | 93.42% |
| 07/11/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 711,390 CHF | 238,630 CHF | 97.90% | 97.90% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)