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 | 1.93% | 0.52 CHF | 0.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 154,033 CHF | 52,344 CHF | 99.16% | 99.16% |
| 19/11/2024 | 2.10% | 0.47 CHF | 0.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 141,742 CHF | 48,247 CHF | 99.17% | 99.17% |
| 18/11/2024 | 1.79% | 0.53 CHF | 0.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 166,173 CHF | 56,391 CHF | 99.23% | 99.23% |
| 15/11/2024 | 1.51% | 0.63 CHF | 0.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 197,417 CHF | 66,806 CHF | 99.17% | 99.17% |
| 14/11/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 162,217 CHF | 54,823 CHF | 99.16% | 99.16% |
| 13/11/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 166,615 CHF | 56,288 CHF | 99.16% | 99.16% |
| 12/11/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 168,839 CHF | 57,030 CHF | 99.17% | 99.17% |
| 11/11/2024 | 1.33% | 0.76 CHF | 0.77 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 168,702 CHF | 56,984 CHF | 99.17% | 99.17% |
| 08/11/2024 | 1.28% | 0.74 CHF | 0.75 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 174,710 CHF | 58,987 CHF | 99.16% | 99.16% |
| 07/11/2024 | 1.20% | 0.81 CHF | 0.82 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 185,762 CHF | 62,671 CHF | 98.26% | 98.26% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)