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 | 1.31% | 1.18 CHF | 1.19 CHF | 390,000 | 390,000 | 173,987 | 173,987 | 205,095 CHF | 207,354 CHF | 99.89% | 99.89% |
| 19/11/2024 | 1.35% | 1.18 CHF | 1.19 CHF | 390,000 | 390,000 | 160,712 | 160,712 | 192,223 CHF | 194,357 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.90% | 1.22 CHF | 1.23 CHF | 400,000 | 400,000 | 179,142 | 179,142 | 220,818 CHF | 222,710 CHF | 99.89% | 99.89% |
| 15/11/2024 | 0.81% | 1.25 CHF | 1.26 CHF | 410,000 | 410,000 | 182,375 | 182,375 | 227,989 CHF | 229,816 CHF | 99.89% | 99.89% |
| 14/11/2024 | 1.18% | 1.23 CHF | 1.24 CHF | 400,000 | 400,000 | 137,673 | 137,673 | 169,323 CHF | 170,890 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.30% | 1.20 CHF | 1.21 CHF | 400,000 | 400,000 | 175,660 | 175,660 | 209,048 CHF | 211,323 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.34% | 1.19 CHF | 1.20 CHF | 390,000 | 390,000 | 171,626 | 171,626 | 199,174 CHF | 201,394 CHF | 99.85% | 99.85% |
| 11/11/2024 | 1.38% | 1.14 CHF | 1.15 CHF | 380,000 | 380,000 | 167,350 | 167,350 | 187,974 CHF | 190,142 CHF | 99.58% | 99.58% |
| 08/11/2024 | 1.38% | 1.12 CHF | 1.13 CHF | 380,000 | 380,000 | 170,109 | 170,109 | 190,185 CHF | 192,386 CHF | 99.21% | 99.21% |
| 07/11/2024 | 1.35% | 1.12 CHF | 1.13 CHF | 380,000 | 380,000 | 170,348 | 170,348 | 193,161 CHF | 195,369 CHF | 100.00% | 100.00% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)