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 | 6.61% | 5.65 CHF | 5.85 CHF | 10,000 | 5,000 | 10,106 | 1,868 | 53,068 CHF | 10,645 CHF | 99.58% | 99.58% |
| 19/11/2024 | 6.85% | 5.22 CHF | 5.42 CHF | 10,000 | 5,000 | 12,962 | 1,868 | 64,791 CHF | 10,084 CHF | 99.60% | 99.60% |
| 18/11/2024 | 7.75% | 4.66 CHF | 4.86 CHF | 20,000 | 5,000 | 20,000 | 1,878 | 88,575 CHF | 8,987 CHF | 98.48% | 98.48% |
| 15/11/2024 | 7.97% | 4.23 CHF | 4.43 CHF | 20,000 | 5,000 | 20,000 | 1,868 | 85,661 CHF | 8,513 CHF | 99.60% | 99.60% |
| 14/11/2024 | 8.76% | 4.44 CHF | 4.64 CHF | 20,000 | 5,000 | 20,000 | 1,855 | 79,024 CHF | 8,248 CHF | 99.19% | 99.19% |
| 13/11/2024 | 7.46% | 4.31 CHF | 4.51 CHF | 20,000 | 5,000 | 20,000 | 1,887 | 91,290 CHF | 9,017 CHF | 97.55% | 97.55% |
| 12/11/2024 | 7.55% | 4.66 CHF | 4.86 CHF | 20,000 | 5,000 | 20,000 | 1,869 | 91,028 CHF | 9,115 CHF | 99.48% | 99.48% |
| 11/11/2024 | 8.52% | 5.07 CHF | 5.37 CHF | 10,000 | 5,000 | 10,483 | 1,879 | 61,719 CHF | 11,299 CHF | 98.39% | 98.39% |
| 08/11/2024 | 7.97% | 6.68 CHF | 6.98 CHF | 10,000 | 5,000 | 10,000 | 1,869 | 64,609 CHF | 13,064 CHF | 99.58% | 99.58% |
| 07/11/2024 | 6.98% | 6.99 CHF | 7.29 CHF | 10,000 | 5,000 | 10,000 | 2,258 | 69,397 CHF | 16,293 CHF | 50.09% | 50.09% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)