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 | 1.09% | 0.88 CHF | 0.89 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 204,982 CHF | 69,077 CHF | 98.67% | 98.67% |
| 19/11/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 191,960 CHF | 64,737 CHF | 95.80% | 95.80% |
| 18/11/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 193,996 CHF | 65,415 CHF | 96.60% | 96.60% |
| 15/11/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 193,487 CHF | 65,246 CHF | 95.26% | 95.26% |
| 14/11/2024 | 1.23% | 0.85 CHF | 0.86 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 182,954 CHF | 61,735 CHF | 98.32% | 98.32% |
| 13/11/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 181,900 CHF | 61,383 CHF | 98.24% | 98.24% |
| 12/11/2024 | 1.13% | 0.80 CHF | 0.81 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 197,746 CHF | 66,665 CHF | 98.93% | 98.93% |
| 11/11/2024 | 1.01% | 0.96 CHF | 0.97 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 220,900 CHF | 74,383 CHF | 97.86% | 97.86% |
| 08/11/2024 | 1.16% | 0.83 CHF | 0.84 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 192,692 CHF | 64,981 CHF | 98.83% | 98.83% |
| 07/11/2024 | 1.16% | 0.89 CHF | 0.90 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 193,661 CHF | 65,304 CHF | 98.14% | 98.14% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)