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 | 2.39% | 0.40 CHF | 0.41 CHF | 130,000 | 75,000 | 124,433 | 75,000 | 51,523 CHF | 31,845 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.89% | 0.35 CHF | 0.36 CHF | 150,000 | 75,000 | 142,404 | 73,453 | 50,121 CHF | 26,654 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.87% | 0.36 CHF | 0.37 CHF | 140,000 | 75,000 | 133,948 | 63,973 | 51,223 CHF | 24,855 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.53% | 0.41 CHF | 0.42 CHF | 130,000 | 75,000 | 132,571 | 75,000 | 51,728 CHF | 30,100 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.72% | 0.37 CHF | 0.38 CHF | 140,000 | 75,000 | 142,525 | 75,000 | 51,637 CHF | 27,956 CHF | 99.52% | 99.52% |
| 13/11/2024 | 3.30% | 0.31 CHF | 0.32 CHF | 170,000 | 75,000 | 170,000 | 74,146 | 51,505 CHF | 23,213 CHF | 99.32% | 99.32% |
| 12/11/2024 | 2.89% | 0.31 CHF | 0.32 CHF | 170,000 | 75,000 | 151,484 | 75,000 | 51,584 CHF | 26,304 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.75% | 0.37 CHF | 0.38 CHF | 140,000 | 75,000 | 142,601 | 75,000 | 51,204 CHF | 27,693 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.89% | 0.34 CHF | 0.35 CHF | 150,000 | 75,000 | 150,722 | 75,000 | 51,398 CHF | 26,330 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.82% | 0.36 CHF | 0.37 CHF | 140,000 | 75,000 | 141,979 | 72,406 | 51,436 CHF | 27,059 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)