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 | 0.66% | 1.51 CHF | 1.52 CHF | 54,000 | 54,000 | 52,676 | 52,676 | 79,591 CHF | 80,118 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 55,000 | 55,000 | 53,531 | 53,531 | 82,608 CHF | 83,144 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 55,000 | 55,000 | 53,568 | 53,568 | 85,169 CHF | 85,705 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.60% | 1.64 CHF | 1.65 CHF | 56,000 | 56,000 | 54,118 | 54,118 | 89,591 CHF | 90,132 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 56,000 | 56,000 | 54,754 | 54,754 | 94,924 CHF | 95,471 CHF | 99.33% | 99.33% |
| 13/11/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 56,000 | 56,000 | 54,448 | 54,448 | 91,794 CHF | 92,338 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.59% | 1.73 CHF | 1.74 CHF | 56,000 | 56,000 | 55,306 | 55,306 | 93,619 CHF | 94,172 CHF | 68.32% | 100.00% |
| 11/11/2024 | 0.64% | 1.61 CHF | 1.62 CHF | 55,000 | 55,000 | 52,700 | 52,700 | 82,306 CHF | 82,833 CHF | 99.93% | 99.93% |
| 08/11/2024 | 0.69% | 1.50 CHF | 1.51 CHF | 54,000 | 54,000 | 51,726 | 51,726 | 74,667 CHF | 75,185 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.81% | 1.21 CHF | 1.22 CHF | 51,000 | 51,000 | 49,706 | 49,706 | 61,045 CHF | 61,542 CHF | 98.53% | 98.53% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)