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 | 1.15% | 0.94 CHF | 0.96 CHF | 13,000 | 13,000 | 116,695 | 116,695 | 113,328 CHF | 114,510 CHF | 99.42% | 99.42% |
| 19/11/2024 | 1.21% | 0.94 CHF | 0.95 CHF | 130,000 | 130,000 | 112,563 | 112,563 | 106,290 CHF | 107,433 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.09% | 1.00 CHF | 1.01 CHF | 120,000 | 120,000 | 113,084 | 113,084 | 111,457 CHF | 112,596 CHF | 99.88% | 99.88% |
| 15/11/2024 | 1.07% | 0.99 CHF | 1.00 CHF | 120,000 | 120,000 | 115,186 | 115,186 | 113,280 CHF | 114,437 CHF | 99.45% | 99.45% |
| 14/11/2024 | 1.08% | 0.97 CHF | 0.98 CHF | 130,000 | 130,000 | 126,425 | 126,425 | 120,645 CHF | 121,913 CHF | 98.65% | 98.65% |
| 13/11/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 130,000 | 130,000 | 127,324 | 127,324 | 124,122 CHF | 125,398 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 130,000 | 130,000 | 119,203 | 119,203 | 115,920 CHF | 117,115 CHF | 99.87% | 99.87% |
| 11/11/2024 | 0.98% | 1.04 CHF | 1.05 CHF | 120,000 | 120,000 | 117,785 | 117,785 | 123,498 CHF | 124,678 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 120,000 | 120,000 | 117,817 | 117,817 | 119,618 CHF | 120,803 CHF | 99.06% | 99.06% |
| 07/11/2024 | 0.97% | 1.05 CHF | 1.06 CHF | 120,000 | 120,000 | 117,453 | 117,453 | 124,223 CHF | 125,400 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)