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 | 4.00% | 0.25 CHF | 0.26 CHF | 166,723 | 75,000 | 167,257 | 75,000 | 41,038 CHF | 19,153 CHF | 100.00% | 100.00% |
| 19/11/2024 | 4.64% | 0.23 CHF | 0.24 CHF | 167,916 | 75,000 | 168,439 | 75,000 | 36,934 CHF | 17,227 CHF | 99.40% | 99.40% |
| 18/11/2024 | 4.64% | 0.24 CHF | 0.25 CHF | 167,435 | 75,000 | 168,330 | 75,000 | 39,009 CHF | 18,208 CHF | 100.00% | 100.00% |
| 15/11/2024 | 4.20% | 0.25 CHF | 0.27 CHF | 167,275 | 75,000 | 165,047 | 75,000 | 47,696 CHF | 22,607 CHF | 100.00% | 100.00% |
| 14/11/2024 | 3.87% | 0.32 CHF | 0.33 CHF | 164,103 | 75,000 | 165,513 | 75,000 | 46,928 CHF | 22,118 CHF | 58.57% | 58.57% |
| 13/11/2024 | 2.96% | 0.33 CHF | 0.34 CHF | 160,000 | 75,000 | 149,724 | 74,442 | 51,876 CHF | 26,593 CHF | 99.32% | 99.32% |
| 12/11/2024 | 2.92% | 0.38 CHF | 0.39 CHF | 140,000 | 75,000 | 134,284 | 75,000 | 52,038 CHF | 29,953 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.58% | 0.42 CHF | 0.43 CHF | 120,000 | 75,000 | 118,810 | 75,000 | 52,159 CHF | 33,826 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.57% | 0.43 CHF | 0.45 CHF | 120,000 | 75,000 | 112,075 | 75,000 | 51,985 CHF | 35,729 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.39% | 0.52 CHF | 0.53 CHF | 100,000 | 75,000 | 94,690 | 72,407 | 52,871 CHF | 41,354 CHF | 99.13% | 99.13% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)