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 | 1.46% | 0.66 CHF | 0.67 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 54,294 CHF | 51,651 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.73% | 0.59 CHF | 0.60 CHF | 90,000 | 75,000 | 87,141 | 73,453 | 51,172 CHF | 43,918 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.57% | 0.60 CHF | 0.61 CHF | 90,000 | 75,000 | 83,978 | 75,000 | 53,189 CHF | 48,388 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.54% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 82,429 | 75,000 | 52,998 CHF | 49,067 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.64% | 0.62 CHF | 0.63 CHF | 90,000 | 75,000 | 89,473 | 75,000 | 54,149 CHF | 46,164 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.97% | 0.51 CHF | 0.52 CHF | 100,000 | 75,000 | 100,000 | 74,146 | 51,099 CHF | 38,635 CHF | 99.32% | 99.32% |
| 12/11/2024 | 1.74% | 0.51 CHF | 0.52 CHF | 100,000 | 75,000 | 91,294 | 75,000 | 52,130 CHF | 43,610 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.66% | 0.61 CHF | 0.62 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 53,695 CHF | 45,495 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.74% | 0.56 CHF | 0.57 CHF | 90,000 | 75,000 | 90,348 | 75,000 | 51,420 CHF | 43,441 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.71% | 0.60 CHF | 0.61 CHF | 90,000 | 75,000 | 90,016 | 72,406 | 53,973 CHF | 44,276 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)