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 | 0.79% | 9.05 CHF | 9.12 CHF | 4,500 | 4,500 | 4,458 | 4,458 | 39,969 CHF | 40,281 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.70% | 8.65 CHF | 8.71 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 42,872 CHF | 43,169 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.78% | 7.93 CHF | 7.99 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 38,231 CHF | 38,528 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.87% | 7.77 CHF | 7.84 CHF | 4,500 | 4,500 | 4,500 | 4,500 | 36,111 CHF | 36,426 CHF | 71.37% | 71.37% |
| 14/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
| 13/11/2024 | 0.83% | 9.41 CHF | 9.49 CHF | 3,500 | 3,500 | 3,467 | 3,467 | 33,485 CHF | 33,763 CHF | 99.64% | 99.64% |
| 12/11/2024 | 0.71% | 10.10 CHF | 10.15 CHF | 4,500 | 4,500 | 4,458 | 4,458 | 43,510 CHF | 43,815 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.81% | 8.66 CHF | 8.73 CHF | 4,000 | 4,000 | 3,963 | 3,963 | 34,447 CHF | 34,725 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.70% | 9.15 CHF | 9.21 CHF | 6,000 | 6,000 | 5,944 | 5,944 | 51,439 CHF | 51,796 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.88% | 6.74 CHF | 6.80 CHF | 5,500 | 5,500 | 5,449 | 5,449 | 37,364 CHF | 37,691 CHF | 100.00% | 100.00% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)