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 | 0.67% | 1.54 CHF | 1.55 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 59,600 CHF | 30,000 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.65% | 1.51 CHF | 1.52 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 61,670 CHF | 31,035 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 61,584 CHF | 30,992 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.67% | 1.52 CHF | 1.53 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 59,462 CHF | 29,931 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.68% | 1.40 CHF | 1.41 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 58,381 CHF | 29,390 CHF | 99.44% | 99.44% |
| 13/11/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 40,000 | 20,000 | 40,000 | 19,804 | 62,697 CHF | 31,236 CHF | 98.88% | 98.88% |
| 12/11/2024 | 0.67% | 1.53 CHF | 1.54 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 59,362 CHF | 29,881 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.74% | 1.36 CHF | 1.37 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 53,595 CHF | 26,997 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.72% | 1.41 CHF | 1.42 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 55,289 CHF | 27,845 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.82% | 1.30 CHF | 1.31 CHF | 40,000 | 20,000 | 42,392 | 19,351 | 53,245 CHF | 24,507 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)