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 | 0.64% | 1.59 CHF | 1.60 CHF | 110,000 | 110,000 | 107,597 | 107,597 | 167,930 CHF | 169,006 CHF | 99.47% | 99.47% |
| 19/11/2024 | 0.68% | 1.49 CHF | 1.50 CHF | 106,000 | 106,000 | 104,329 | 104,329 | 153,418 CHF | 154,461 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.71% | 1.43 CHF | 1.44 CHF | 102,000 | 102,000 | 101,503 | 101,503 | 142,520 CHF | 143,535 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 102,000 | 102,000 | 101,238 | 101,238 | 141,113 CHF | 142,125 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.70% | 1.40 CHF | 1.41 CHF | 102,000 | 102,000 | 101,976 | 101,976 | 144,748 CHF | 145,768 CHF | 99.33% | 99.33% |
| 13/11/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 104,000 | 104,000 | 102,066 | 102,066 | 144,477 CHF | 145,498 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.77% | 1.38 CHF | 1.39 CHF | 102,000 | 102,000 | 97,893 | 97,893 | 130,237 CHF | 131,218 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 100,000 | 100,000 | 99,371 | 99,371 | 133,568 CHF | 134,561 CHF | 99.24% | 99.24% |
| 08/11/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 100,000 | 100,000 | 99,273 | 99,273 | 133,279 CHF | 134,272 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.76% | 1.27 CHF | 1.28 CHF | 96,000 | 96,000 | 97,353 | 97,353 | 127,657 CHF | 128,630 CHF | 99.40% | 99.40% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)