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 | 1.28% | 0.79 CHF | 0.80 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 174,747 CHF | 58,999 CHF | 99.38% | 99.38% |
| 19/11/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 171,066 CHF | 57,772 CHF | 99.37% | 99.37% |
| 18/11/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 168,652 CHF | 56,967 CHF | 99.37% | 99.37% |
| 15/11/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 225,000 | 75,000 | 260,386 | 86,795 | 190,160 CHF | 64,255 CHF | 99.36% | 99.36% |
| 14/11/2024 | 1.41% | 0.71 CHF | 0.72 CHF | 225,000 | 75,000 | 260,379 | 86,793 | 183,278 CHF | 61,961 CHF | 99.38% | 99.38% |
| 13/11/2024 | 1.34% | 0.70 CHF | 0.71 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 166,913 CHF | 56,388 CHF | 99.37% | 99.37% |
| 12/11/2024 | 2.87% | 0.73 CHF | 0.75 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 154,688 CHF | 53,063 CHF | 99.16% | 99.16% |
| 11/11/2024 | 2.86% | 0.66 CHF | 0.68 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 155,042 CHF | 53,181 CHF | 99.38% | 99.38% |
| 08/11/2024 | 2.91% | 0.69 CHF | 0.71 CHF | 225,000 | 75,000 | 260,380 | 86,793 | 176,465 CHF | 60,557 CHF | 99.37% | 99.37% |
| 07/11/2024 | 3.10% | 0.64 CHF | 0.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 190,694 CHF | 65,565 CHF | 98.58% | 98.58% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)