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 | 0.96% | 1.00 CHF | 1.01 CHF | 315,000 | 315,000 | 110,283 | 110,283 | 113,606 CHF | 114,710 CHF | 99.78% | 99.78% |
| 19/11/2024 | 0.96% | 1.06 CHF | 1.07 CHF | 325,000 | 325,000 | 111,933 | 111,933 | 118,867 CHF | 119,988 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.98% | 1.05 CHF | 1.06 CHF | 320,000 | 320,000 | 110,136 | 110,136 | 114,970 CHF | 116,072 CHF | 99.91% | 99.91% |
| 15/11/2024 | 0.99% | 1.04 CHF | 1.05 CHF | 320,000 | 320,000 | 109,476 | 109,476 | 112,325 CHF | 113,422 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.00% | 0.98 CHF | 0.99 CHF | 310,000 | 310,000 | 105,381 | 105,381 | 106,056 CHF | 107,112 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.99% | 1.02 CHF | 1.03 CHF | 315,000 | 315,000 | 109,311 | 109,311 | 111,216 CHF | 112,310 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.03% | 1.01 CHF | 1.02 CHF | 315,000 | 315,000 | 109,208 | 109,208 | 109,063 CHF | 110,157 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 310,000 | 310,000 | 107,633 | 107,633 | 103,547 CHF | 104,625 CHF | 99.78% | 99.78% |
| 08/11/2024 | 1.68% | 0.96 CHF | 0.97 CHF | 315,000 | 315,000 | 87,354 | 87,354 | 85,464 CHF | 86,448 CHF | 99.21% | 99.21% |
| 07/11/2024 | 1.19% | 0.81 CHF | 0.82 CHF | 295,000 | 295,000 | 102,779 | 102,779 | 85,650 CHF | 86,679 CHF | 99.85% | 99.85% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)