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 | 1.50% | 1.53 CHF | 1.56 CHF | 40,000 | 10,000 | 40,000 | 10,000 | 62,708 CHF | 15,914 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.60% | 1.53 CHF | 1.56 CHF | 40,000 | 10,000 | 40,000 | 10,000 | 59,697 CHF | 15,165 CHF | 99.99% | 99.99% |
| 18/11/2024 | 1.81% | 1.50 CHF | 1.53 CHF | 40,000 | 10,000 | 40,000 | 9,445 | 58,744 CHF | 14,119 CHF | 99.43% | 99.43% |
| 15/11/2024 | 1.67% | 1.43 CHF | 1.46 CHF | 40,000 | 10,000 | 40,000 | 10,000 | 56,676 CHF | 14,408 CHF | 94.50% | 94.50% |
| 14/11/2024 | 1.42% | 1.58 CHF | 1.61 CHF | 40,000 | 10,000 | 34,048 | 10,000 | 56,166 CHF | 16,780 CHF | 99.44% | 99.44% |
| 13/11/2024 | 1.45% | 1.67 CHF | 1.69 CHF | 30,000 | 10,000 | 39,343 | 9,982 | 64,096 CHF | 16,508 CHF | 97.60% | 97.60% |
| 12/11/2024 | 1.40% | 1.64 CHF | 1.67 CHF | 40,000 | 10,000 | 37,313 | 10,000 | 61,603 CHF | 16,759 CHF | 98.69% | 98.69% |
| 11/11/2024 | 1.42% | 1.66 CHF | 1.68 CHF | 40,000 | 10,000 | 40,000 | 10,000 | 64,702 CHF | 16,408 CHF | 66.13% | 66.13% |
| 08/11/2024 | 1.54% | 1.48 CHF | 1.51 CHF | 40,000 | 10,000 | 40,000 | 10,000 | 58,887 CHF | 14,950 CHF | 90.93% | 90.93% |
| 07/11/2024 | 1.55% | 1.43 CHF | 1.46 CHF | 40,000 | 10,000 | 40,000 | 9,975 | 57,807 CHF | 14,644 CHF | 32.18% | 32.18% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)