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% | 0.76 CHF | 0.78 CHF | 75,000 | 75,000 | 75,346 | 75,000 | 57,386 CHF | 58,526 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.24% | 0.79 CHF | 0.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 62,541 CHF | 63,954 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.77% | 0.90 CHF | 0.91 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,384 CHF | 46,977 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.91% | 0.95 CHF | 0.97 CHF | 60,000 | 50,000 | 58,723 | 50,000 | 55,131 CHF | 47,930 CHF | 99.99% | 99.99% |
| 14/11/2024 | 1.67% | 1.11 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,596 CHF | 60,596 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.60% | 1.32 CHF | 1.34 CHF | 50,000 | 50,000 | 49,835 | 49,588 | 63,317 CHF | 64,011 CHF | 71.44% | 71.44% |
| 12/11/2024 | 1.37% | 1.41 CHF | 1.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,607 CHF | 73,607 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.36% | 1.46 CHF | 1.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,887 CHF | 73,887 CHF | 96.53% | 96.53% |
| 08/11/2024 | 1.46% | 1.41 CHF | 1.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,218 CHF | 69,218 CHF | 92.92% | 92.92% |
| 07/11/2024 | 1.82% | 1.36 CHF | 1.39 CHF | 50,000 | 50,000 | 49,481 | 48,703 | 67,448 CHF | 67,587 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)