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 | 1.47% | 1.39 CHF | 1.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,755 CHF | 73,828 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.46% | 1.41 CHF | 1.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,995 CHF | 73,055 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.55% | 1.36 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,877 CHF | 68,939 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.56% | 1.36 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,044 CHF | 69,113 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.54% | 1.37 CHF | 1.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,891 CHF | 68,945 CHF | 96.31% | 96.31% |
| 13/11/2024 | 1.59% | 1.34 CHF | 1.36 CHF | 50,000 | 50,000 | 49,774 | 49,435 | 65,289 CHF | 65,875 CHF | 99.40% | 99.40% |
| 12/11/2024 | 1.52% | 1.36 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,205 CHF | 69,250 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.52% | 1.33 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,191 CHF | 67,207 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.65% | 1.30 CHF | 1.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,885 CHF | 62,912 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.75% | 1.20 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 48,764 | 61,377 CHF | 60,893 CHF | 98.71% | 98.71% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)