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 | 1.82% | 0.65 CHF | 0.66 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 51,115 CHF | 48,802 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.61% | 0.63 CHF | 0.64 CHF | 80,000 | 75,000 | 88,652 | 75,000 | 54,595 CHF | 46,957 CHF | 99.40% | 99.40% |
| 18/11/2024 | 1.71% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 84,312 | 75,000 | 52,959 CHF | 47,962 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.57% | 0.65 CHF | 0.66 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 54,885 CHF | 52,266 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.65% | 0.69 CHF | 0.71 CHF | 80,000 | 75,000 | 79,832 | 75,000 | 54,752 CHF | 52,297 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.46% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 74,888 | 74,442 | 55,648 CHF | 56,122 CHF | 99.32% | 99.32% |
| 12/11/2024 | 1.35% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,711 CHF | 59,512 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.48% | 0.82 CHF | 0.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 62,564 CHF | 63,498 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.40% | 0.83 CHF | 0.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,404 CHF | 65,315 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.49% | 0.91 CHF | 0.93 CHF | 75,000 | 75,000 | 73,759 | 72,408 | 70,352 CHF | 69,988 CHF | 99.13% | 99.13% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)