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 | 1.59% | 0.78 CHF | 0.79 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 182,606 CHF | 61,844 CHF | 99.37% | 99.37% |
| 19/11/2024 | 1.58% | 0.83 CHF | 0.84 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 183,307 CHF | 62,077 CHF | 99.37% | 99.37% |
| 18/11/2024 | 1.54% | 0.85 CHF | 0.86 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 188,442 CHF | 63,789 CHF | 99.22% | 99.22% |
| 15/11/2024 | 1.45% | 0.87 CHF | 0.88 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 199,653 CHF | 67,526 CHF | 99.37% | 99.37% |
| 14/11/2024 | 1.43% | 0.89 CHF | 0.91 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 203,428 CHF | 68,784 CHF | 99.36% | 99.36% |
| 13/11/2024 | 1.44% | 0.90 CHF | 0.91 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 202,152 CHF | 68,359 CHF | 99.37% | 99.37% |
| 12/11/2024 | 1.40% | 0.90 CHF | 0.92 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 208,139 CHF | 70,355 CHF | 99.37% | 99.37% |
| 11/11/2024 | 1.33% | 0.97 CHF | 0.98 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 218,520 CHF | 73,815 CHF | 99.37% | 99.37% |
| 08/11/2024 | 1.34% | 0.96 CHF | 0.97 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 216,166 CHF | 73,030 CHF | 99.37% | 99.37% |
| 07/11/2024 | 1.32% | 0.98 CHF | 0.99 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 219,424 CHF | 74,116 CHF | 99.28% | 99.28% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)