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 | 0.50% | 1.97 CHF | 1.98 CHF | 130,000 | 130,000 | 121,130 | 121,130 | 243,071 CHF | 244,283 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 252,144 CHF | 253,444 CHF | 99.91% | 99.91% |
| 18/11/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 130,000 | 130,000 | 128,133 | 128,133 | 252,471 CHF | 253,752 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 120,000 | 120,000 | 122,594 | 122,594 | 245,530 CHF | 246,756 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.50% | 1.97 CHF | 1.98 CHF | 130,000 | 130,000 | 129,010 | 129,010 | 255,611 CHF | 256,901 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.51% | 2.02 CHF | 2.03 CHF | 120,000 | 120,000 | 126,488 | 126,488 | 249,356 CHF | 250,621 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 130,000 | 130,000 | 122,199 | 122,199 | 244,223 CHF | 245,445 CHF | 99.93% | 99.93% |
| 11/11/2024 | 0.48% | 2.05 CHF | 2.06 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 248,006 CHF | 249,206 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.49% | 2.01 CHF | 2.02 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 242,141 CHF | 243,341 CHF | 98.97% | 98.97% |
| 07/11/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 130,000 | 130,000 | 123,478 | 123,478 | 246,663 CHF | 247,898 CHF | 100.00% | 100.00% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)