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 | 0.54% | 1.81 CHF | 1.82 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 416,112 CHF | 139,454 CHF | 99.37% | 99.37% |
| 19/11/2024 | 0.58% | 1.74 CHF | 1.75 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 385,345 CHF | 129,198 CHF | 96.74% | 96.74% |
| 18/11/2024 | 0.49% | 2.00 CHF | 2.01 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 458,575 CHF | 153,608 CHF | 97.62% | 97.62% |
| 15/11/2024 | 0.46% | 2.05 CHF | 2.06 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 489,468 CHF | 163,906 CHF | 96.56% | 96.56% |
| 14/11/2024 | 0.46% | 2.31 CHF | 2.32 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 486,784 CHF | 163,012 CHF | 99.40% | 99.40% |
| 13/11/2024 | 0.48% | 2.04 CHF | 2.05 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 463,146 CHF | 155,132 CHF | 99.39% | 99.39% |
| 12/11/2024 | 0.48% | 1.96 CHF | 1.97 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 467,363 CHF | 156,538 CHF | 99.36% | 99.36% |
| 11/11/2024 | 0.49% | 2.09 CHF | 2.10 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 458,211 CHF | 153,487 CHF | 99.33% | 99.33% |
| 08/11/2024 | 0.52% | 1.95 CHF | 1.96 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 434,873 CHF | 145,708 CHF | 99.28% | 99.28% |
| 07/11/2024 | 0.48% | 1.98 CHF | 1.99 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 463,872 CHF | 155,374 CHF | 98.69% | 98.69% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)