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 | 0.75% | 1.32 CHF | 1.33 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 100,311 CHF | 101,061 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.83% | 1.25 CHF | 1.26 CHF | 75,000 | 75,000 | 73,453 | 73,453 | 91,542 CHF | 92,291 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.77% | 1.26 CHF | 1.27 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 97,072 CHF | 97,822 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 97,774 CHF | 98,524 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 1.28 CHF | 1.29 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 94,707 CHF | 95,457 CHF | 99.52% | 99.52% |
| 13/11/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 75,000 | 75,000 | 74,443 | 74,146 | 87,020 CHF | 87,415 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.81% | 1.17 CHF | 1.18 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 92,122 CHF | 92,872 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 94,087 CHF | 94,837 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 91,941 CHF | 92,691 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.81% | 1.25 CHF | 1.26 CHF | 75,000 | 75,000 | 73,703 | 72,406 | 92,765 CHF | 91,919 CHF | 99.12% | 99.12% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)