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 | 1.18% | 1.19 CHF | 1.20 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 85,664 CHF | 86,677 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.04% | 1.27 CHF | 1.28 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 97,545 CHF | 98,566 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.12% | 1.18 CHF | 1.19 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 84,524 CHF | 85,475 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.67% | 1.08 CHF | 1.09 CHF | 75,000 | 75,000 | 54,333 | 54,333 | 59,825 CHF | 60,764 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.17% | 1.10 CHF | 1.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 83,562 CHF | 84,547 CHF | 99.22% | 99.22% |
| 13/11/2024 | 1.10% | 1.12 CHF | 1.14 CHF | 75,000 | 75,000 | 74,449 | 74,449 | 85,497 CHF | 86,436 CHF | 99.36% | 99.36% |
| 12/11/2024 | 1.37% | 1.11 CHF | 1.13 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 80,139 CHF | 81,243 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.38% | 0.96 CHF | 0.97 CHF | 75,000 | 75,000 | 73,099 | 73,099 | 69,761 CHF | 70,709 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.39% | 0.97 CHF | 0.98 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 73,594 CHF | 74,621 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.57% | 0.91 CHF | 0.93 CHF | 75,000 | 75,000 | 73,699 | 73,699 | 66,695 CHF | 67,739 CHF | 98.73% | 98.73% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)