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 | 0.96% | 1.01 CHF | 1.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 311,940 CHF | 104,980 CHF | 98.28% | 98.28% |
| 19/11/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 296,399 CHF | 99,800 CHF | 96.43% | 96.43% |
| 18/11/2024 | 1.00% | 1.01 CHF | 1.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 297,746 CHF | 100,249 CHF | 96.25% | 96.25% |
| 15/11/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 297,335 CHF | 100,112 CHF | 95.39% | 95.39% |
| 14/11/2024 | 1.05% | 0.98 CHF | 0.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 285,098 CHF | 96,033 CHF | 98.35% | 98.35% |
| 13/11/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 284,020 CHF | 95,673 CHF | 98.26% | 98.26% |
| 12/11/2024 | 0.99% | 0.94 CHF | 0.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 302,460 CHF | 101,820 CHF | 98.93% | 98.93% |
| 11/11/2024 | 0.90% | 1.08 CHF | 1.09 CHF | 300,000 | 100,000 | 296,145 | 98,715 | 326,134 CHF | 109,698 CHF | 97.88% | 97.88% |
| 08/11/2024 | 1.01% | 0.97 CHF | 0.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 296,837 CHF | 99,946 CHF | 98.83% | 98.83% |
| 07/11/2024 | 1.01% | 1.02 CHF | 1.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 297,874 CHF | 100,291 CHF | 98.32% | 98.32% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)