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 | 1.28% | 0.79 CHF | 0.80 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 155,262 CHF | 157,262 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.25% | 0.81 CHF | 0.82 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 159,588 CHF | 161,588 CHF | 93.14% | 93.14% |
| 18/11/2024 | 1.15% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 86,226 CHF | 87,226 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.05% | 0.93 CHF | 0.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 94,684 CHF | 95,684 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.98% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 101,280 CHF | 102,280 CHF | 99.57% | 99.57% |
| 13/11/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 100,000 | 100,000 | 99,704 | 99,704 | 97,486 CHF | 98,490 CHF | 99.31% | 99.31% |
| 12/11/2024 | 1.04% | 1.00 CHF | 1.01 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 95,841 CHF | 96,841 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.87% | 0.91 CHF | 0.92 CHF | 100,000 | 100,000 | 82,511 | 82,511 | 72,791 CHF | 73,945 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 109,847 CHF | 110,847 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.07% | 1.05 CHF | 1.07 CHF | 75,000 | 75,000 | 56,121 | 56,121 | 58,089 CHF | 59,152 CHF | 88.62% | 88.62% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)