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 | 0.78% | 1.27 CHF | 1.28 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 571,386 CHF | 63,987 CHF | 99.37% | 99.37% |
| 19/11/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 578,714 CHF | 64,802 CHF | 99.37% | 99.37% |
| 18/11/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 590,821 CHF | 66,147 CHF | 98.89% | 98.89% |
| 15/11/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 578,651 CHF | 64,795 CHF | 99.37% | 99.37% |
| 14/11/2024 | 0.73% | 1.32 CHF | 1.33 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 612,032 CHF | 68,504 CHF | 99.37% | 99.37% |
| 13/11/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 635,757 CHF | 71,140 CHF | 99.07% | 99.07% |
| 12/11/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 685,639 CHF | 76,682 CHF | 99.37% | 99.37% |
| 11/11/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 672,597 CHF | 75,233 CHF | 99.37% | 99.37% |
| 08/11/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 672,413 CHF | 75,213 CHF | 99.37% | 99.37% |
| 07/11/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 643,145 CHF | 71,961 CHF | 99.30% | 99.30% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)