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 | 0.25% | 4.19 CHF | 4.20 CHF | 193,000 | 193,000 | 61,678 | 61,678 | 258,311 CHF | 258,932 CHF | 99.89% | 99.89% |
| 19/11/2024 | 0.26% | 3.97 CHF | 3.98 CHF | 199,000 | 199,000 | 63,556 | 63,556 | 249,014 CHF | 249,650 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.28% | 3.88 CHF | 3.89 CHF | 200,000 | 200,000 | 63,762 | 63,762 | 238,585 CHF | 239,224 CHF | 99.87% | 99.87% |
| 15/11/2024 | 0.27% | 3.69 CHF | 3.70 CHF | 210,000 | 210,000 | 65,017 | 65,017 | 243,980 CHF | 244,631 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.27% | 3.86 CHF | 3.87 CHF | 200,000 | 200,000 | 63,734 | 63,734 | 245,230 CHF | 245,868 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.27% | 3.78 CHF | 3.79 CHF | 200,000 | 200,000 | 66,072 | 66,072 | 246,583 CHF | 247,245 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.29% | 3.59 CHF | 3.60 CHF | 210,000 | 210,000 | 66,992 | 66,992 | 240,501 CHF | 241,172 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.29% | 3.53 CHF | 3.54 CHF | 210,000 | 210,000 | 66,981 | 66,981 | 233,885 CHF | 234,556 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.30% | 3.40 CHF | 3.41 CHF | 220,000 | 220,000 | 69,715 | 69,715 | 238,695 CHF | 239,393 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.31% | 3.38 CHF | 3.39 CHF | 220,000 | 220,000 | 70,129 | 70,129 | 233,420 CHF | 234,122 CHF | 100.00% | 100.00% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)