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 | 0.33% | 3.08 CHF | 3.09 CHF | 102,000 | 102,000 | 40,241 | 40,241 | 124,656 CHF | 125,061 CHF | 99.75% | 99.75% |
| 19/11/2024 | 0.35% | 3.05 CHF | 3.06 CHF | 104,000 | 104,000 | 41,865 | 41,865 | 124,444 CHF | 124,863 CHF | 99.97% | 99.97% |
| 18/11/2024 | 0.35% | 2.99 CHF | 3.00 CHF | 104,000 | 104,000 | 40,613 | 40,613 | 118,457 CHF | 118,864 CHF | 99.88% | 99.88% |
| 15/11/2024 | 0.32% | 2.98 CHF | 2.99 CHF | 104,000 | 104,000 | 40,306 | 40,306 | 124,687 CHF | 125,091 CHF | 99.22% | 99.22% |
| 14/11/2024 | 0.31% | 3.31 CHF | 3.32 CHF | 98,000 | 98,000 | 38,908 | 38,908 | 128,993 CHF | 129,382 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.30% | 3.26 CHF | 3.27 CHF | 100,000 | 100,000 | 39,021 | 39,021 | 130,782 CHF | 131,173 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.39% | 3.44 CHF | 3.45 CHF | 98,000 | 98,000 | 35,997 | 35,997 | 125,196 CHF | 125,563 CHF | 95.89% | 99.82% |
| 11/11/2024 | 0.28% | 3.55 CHF | 3.56 CHF | 96,000 | 96,000 | 36,712 | 36,712 | 132,908 CHF | 133,276 CHF | 99.59% | 99.59% |
| 08/11/2024 | 0.27% | 3.66 CHF | 3.67 CHF | 94,000 | 94,000 | 36,252 | 36,252 | 135,489 CHF | 135,852 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.55% | 3.91 CHF | 3.92 CHF | 90,000 | 90,000 | 28,566 | 28,566 | 105,342 CHF | 105,714 CHF | 98.05% | 98.05% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)