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 | 0.66% | 1.52 CHF | 1.53 CHF | 93,000 | 93,000 | 93,102 | 93,102 | 140,456 CHF | 141,387 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 92,000 | 92,000 | 92,202 | 92,202 | 136,435 CHF | 137,357 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.72% | 1.41 CHF | 1.42 CHF | 90,000 | 90,000 | 89,561 | 89,561 | 124,065 CHF | 124,961 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 90,000 | 90,000 | 90,310 | 90,310 | 127,566 CHF | 128,469 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.67% | 1.45 CHF | 1.46 CHF | 91,000 | 91,000 | 92,426 | 92,426 | 137,639 CHF | 138,564 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 94,000 | 94,000 | 94,441 | 94,441 | 146,896 CHF | 147,840 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.64% | 1.59 CHF | 1.60 CHF | 95,000 | 95,000 | 94,513 | 94,513 | 147,605 CHF | 148,550 CHF | 99.85% | 99.85% |
| 11/11/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 92,000 | 92,000 | 91,731 | 91,731 | 134,529 CHF | 135,447 CHF | 99.72% | 99.72% |
| 08/11/2024 | 0.95% | 1.51 CHF | 1.52 CHF | 93,000 | 93,000 | 74,263 | 74,263 | 107,659 CHF | 108,570 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.81% | 1.21 CHF | 1.22 CHF | 85,000 | 85,000 | 85,423 | 85,423 | 104,860 CHF | 105,714 CHF | 100.00% | 100.00% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)