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 | 1.25% | 4.62 CHF | 4.68 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 71,422 CHF | 72,322 CHF | 99.46% | 99.46% |
| 19/11/2024 | 1.33% | 4.86 CHF | 4.92 CHF | 15,000 | 15,000 | 14,995 | 14,995 | 67,578 CHF | 68,478 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.53% | 4.30 CHF | 4.36 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 58,600 CHF | 59,500 CHF | 99.29% | 99.29% |
| 15/11/2024 | 1.67% | 3.59 CHF | 3.65 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 53,337 CHF | 54,237 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.96% | 3.03 CHF | 3.09 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 45,483 CHF | 46,383 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.78% | 3.25 CHF | 3.31 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 50,241 CHF | 51,141 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.66% | 3.30 CHF | 3.36 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 53,760 CHF | 54,660 CHF | 99.80% | 99.80% |
| 11/11/2024 | 1.46% | 3.98 CHF | 4.04 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 61,024 CHF | 61,924 CHF | 99.77% | 99.77% |
| 08/11/2024 | 1.38% | 4.11 CHF | 4.17 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 64,753 CHF | 65,653 CHF | 99.16% | 99.16% |
| 07/11/2024 | 1.24% | 4.82 CHF | 4.88 CHF | 15,000 | 15,000 | 14,994 | 14,994 | 72,423 CHF | 73,323 CHF | 99.96% | 99.96% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)