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 | 0.98% | 1.00 CHF | 1.01 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 458,574 CHF | 154,358 CHF | 98.27% | 98.27% |
| 19/11/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 450,384 CHF | 151,628 CHF | 96.04% | 96.04% |
| 18/11/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 456,331 CHF | 153,610 CHF | 97.67% | 97.67% |
| 15/11/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 462,936 CHF | 155,812 CHF | 95.90% | 95.90% |
| 14/11/2024 | 0.85% | 1.12 CHF | 1.13 CHF | 450,000 | 150,000 | 408,540 | 136,180 | 476,522 CHF | 160,203 CHF | 99.25% | 99.25% |
| 13/11/2024 | 0.86% | 1.23 CHF | 1.24 CHF | 300,000 | 100,000 | 420,573 | 140,191 | 484,395 CHF | 162,867 CHF | 98.76% | 98.76% |
| 12/11/2024 | 0.84% | 1.13 CHF | 1.14 CHF | 450,000 | 150,000 | 336,757 | 112,252 | 398,296 CHF | 133,888 CHF | 99.36% | 99.36% |
| 11/11/2024 | 0.81% | 1.18 CHF | 1.19 CHF | 450,000 | 150,000 | 300,887 | 100,296 | 370,783 CHF | 124,597 CHF | 96.31% | 96.31% |
| 08/11/2024 | 0.94% | 1.16 CHF | 1.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 475,547 CHF | 160,016 CHF | 96.75% | 96.75% |
| 07/11/2024 | 0.90% | 1.04 CHF | 1.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 495,767 CHF | 166,756 CHF | 98.64% | 98.64% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)