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 | 1.23% | 0.82 CHF | 0.83 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 56,608 CHF | 57,308 CHF | 99.44% | 99.44% |
| 19/11/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 70,000 | 70,000 | 70,657 | 70,657 | 58,427 CHF | 59,134 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 56,030 CHF | 56,730 CHF | 99.88% | 99.88% |
| 15/11/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 57,196 CHF | 57,896 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.15% | 0.84 CHF | 0.85 CHF | 70,000 | 70,000 | 73,268 | 73,268 | 63,396 CHF | 64,129 CHF | 98.60% | 98.60% |
| 13/11/2024 | 1.15% | 0.89 CHF | 0.90 CHF | 75,000 | 75,000 | 72,830 | 72,830 | 63,132 CHF | 63,860 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.22% | 0.84 CHF | 0.85 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 56,851 CHF | 57,551 CHF | 99.90% | 99.90% |
| 11/11/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 55,334 CHF | 56,034 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 57,356 CHF | 58,056 CHF | 99.05% | 99.05% |
| 07/11/2024 | 1.27% | 0.81 CHF | 0.82 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 54,843 CHF | 55,543 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)