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 | 3.80% | 0.25 CHF | 0.26 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 232,521 CHF | 80,507 CHF | 97.02% | 97.02% |
| 19/11/2024 | 3.68% | 0.27 CHF | 0.28 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 240,232 CHF | 83,077 CHF | 96.18% | 96.18% |
| 18/11/2024 | 3.54% | 0.28 CHF | 0.29 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 250,134 CHF | 86,378 CHF | 92.36% | 92.36% |
| 15/11/2024 | 3.41% | 0.28 CHF | 0.29 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 259,829 CHF | 89,610 CHF | 93.19% | 93.19% |
| 14/11/2024 | 3.51% | 0.29 CHF | 0.30 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 252,407 CHF | 87,136 CHF | 98.76% | 98.76% |
| 13/11/2024 | 3.83% | 0.26 CHF | 0.27 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 230,435 CHF | 79,812 CHF | 94.95% | 94.95% |
| 12/11/2024 | 3.59% | 0.26 CHF | 0.27 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 246,427 CHF | 85,142 CHF | 98.91% | 98.91% |
| 11/11/2024 | 3.36% | 0.29 CHF | 0.30 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 263,678 CHF | 90,893 CHF | 92.93% | 92.93% |
| 08/11/2024 | 3.38% | 0.29 CHF | 0.30 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 261,711 CHF | 90,237 CHF | 97.08% | 97.08% |
| 07/11/2024 | 3.30% | 0.30 CHF | 0.31 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 268,283 CHF | 92,428 CHF | 98.70% | 98.70% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)