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 | 1.08% | 0.89 CHF | 0.90 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,468 CHF | 46,723 CHF | 99.00% | 99.00% |
| 19/11/2024 | 1.39% | 0.91 CHF | 0.92 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,949 CHF | 46,434 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.39% | 0.96 CHF | 0.98 CHF | 60,000 | 50,000 | 59,553 | 50,000 | 58,172 CHF | 49,531 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.30% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 50,910 | 50,000 | 51,384 CHF | 51,152 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 51,025 | 50,000 | 51,843 CHF | 51,330 CHF | 99.22% | 99.22% |
| 13/11/2024 | 1.05% | 0.97 CHF | 0.98 CHF | 60,000 | 50,000 | 57,275 | 49,710 | 56,193 CHF | 49,351 CHF | 99.36% | 99.36% |
| 12/11/2024 | 1.09% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,304 CHF | 53,889 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.00% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,317 CHF | 56,884 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.09% | 1.06 CHF | 1.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,953 CHF | 53,535 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.05% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,586 | 48,696 | 52,436 CHF | 51,084 CHF | 98.73% | 98.73% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)