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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 5.24% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 285,383 | 285,384 | 52,951 CHF | 55,805 CHF | 100.00% | 100.00% |
| 20/11/2024 | 5.16% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 278,148 | 278,148 | 52,550 CHF | 55,331 CHF | 100.00% | 100.00% |
| 19/11/2024 | 4.91% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 254,518 | 254,518 | 50,548 CHF | 53,093 CHF | 95.82% | 95.82% |
| 18/11/2024 | 5.08% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 270,048 | 270,048 | 51,824 CHF | 54,525 CHF | 99.90% | 99.90% |
| 15/11/2024 | 5.35% | 0.18 CHF | 0.19 CHF | 275,000 | 275,000 | 291,789 | 291,789 | 53,073 CHF | 55,991 CHF | 100.00% | 100.00% |
| 14/11/2024 | 5.02% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 264,029 | 264,029 | 51,264 CHF | 53,904 CHF | 100.00% | 100.00% |
| 13/11/2024 | 4.78% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 51,048 CHF | 53,548 CHF | 100.00% | 100.00% |
| 12/11/2024 | 5.00% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 261,953 | 261,953 | 51,062 CHF | 53,681 CHF | 99.62% | 99.62% |
| 11/11/2024 | 5.53% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 52,762 CHF | 55,762 CHF | 99.89% | 99.89% |
| 08/11/2024 | 5.35% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 294,272 | 294,272 | 53,544 CHF | 56,487 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)