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 | 2.15% | 0.56 CHF | 0.58 CHF | 90,000 | 75,000 | 89,869 | 75,000 | 53,623 CHF | 45,730 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.71% | 0.51 CHF | 0.53 CHF | 100,000 | 75,000 | 108,850 | 75,000 | 52,649 CHF | 37,299 CHF | 99.99% | 99.99% |
| 18/11/2024 | 2.68% | 0.56 CHF | 0.57 CHF | 90,000 | 75,000 | 89,874 | 69,486 | 53,648 CHF | 42,507 CHF | 100.00% | 100.00% |
| 15/11/2024 | 3.09% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 58,881 | 54,333 | 36,300 CHF | 34,440 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.29% | 0.62 CHF | 0.63 CHF | 90,000 | 75,000 | 88,937 | 75,000 | 54,261 CHF | 46,839 CHF | 98.90% | 98.90% |
| 13/11/2024 | 2.36% | 0.61 CHF | 0.62 CHF | 90,000 | 75,000 | 90,000 | 74,449 | 52,941 CHF | 44,841 CHF | 99.36% | 99.36% |
| 12/11/2024 | 2.07% | 0.61 CHF | 0.63 CHF | 90,000 | 75,000 | 81,417 | 75,000 | 52,616 CHF | 49,518 CHF | 98.84% | 98.84% |
| 11/11/2024 | 1.89% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 73,092 | 73,091 | 53,705 CHF | 54,705 CHF | 99.61% | 99.61% |
| 08/11/2024 | 1.89% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 77,050 | 75,000 | 55,250 CHF | 54,831 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.90% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 74,740 | 73,699 | 58,196 CHF | 58,490 CHF | 98.73% | 98.73% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)