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 | 1.26% | 1.20 CHF | 1.21 CHF | 50,000 | 25,000 | 49,594 | 25,000 | 58,333 CHF | 29,801 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.40% | 1.13 CHF | 1.15 CHF | 50,000 | 25,000 | 40,122 | 23,353 | 49,143 CHF | 29,318 CHF | 94.92% | 94.92% |
| 18/11/2024 | 1.14% | 1.43 CHF | 1.44 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 56,140 CHF | 35,490 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.11% | 1.41 CHF | 1.43 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 57,009 CHF | 36,026 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.99% | 1.50 CHF | 1.51 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 59,106 CHF | 37,308 CHF | 99.44% | 99.44% |
| 13/11/2024 | 1.17% | 1.46 CHF | 1.48 CHF | 40,000 | 25,000 | 40,000 | 24,964 | 56,759 CHF | 35,843 CHF | 98.88% | 98.88% |
| 12/11/2024 | 1.00% | 1.54 CHF | 1.56 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 63,521 CHF | 40,098 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.92% | 1.64 CHF | 1.65 CHF | 40,000 | 25,000 | 31,920 | 25,000 | 53,725 CHF | 42,523 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.98% | 1.61 CHF | 1.63 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 63,568 CHF | 40,121 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.09% | 1.57 CHF | 1.58 CHF | 40,000 | 25,000 | 40,000 | 24,741 | 64,824 CHF | 40,541 CHF | 99.06% | 99.06% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)