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 | 0.20% | 4.96 CHF | 4.97 CHF | 104,000 | 104,000 | 102,740 | 102,740 | 504,101 CHF | 505,129 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.20% | 4.92 CHF | 4.93 CHF | 103,000 | 103,000 | 102,766 | 102,766 | 502,551 CHF | 503,578 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.20% | 4.90 CHF | 4.91 CHF | 102,000 | 102,000 | 103,166 | 103,166 | 511,452 CHF | 512,484 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.21% | 4.80 CHF | 4.81 CHF | 100,000 | 100,000 | 98,716 | 98,716 | 465,847 CHF | 466,834 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.22% | 4.52 CHF | 4.53 CHF | 96,000 | 96,000 | 96,674 | 96,674 | 442,172 CHF | 443,139 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.20% | 4.92 CHF | 4.93 CHF | 103,000 | 103,000 | 102,416 | 102,416 | 504,790 CHF | 505,814 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.21% | 4.87 CHF | 4.88 CHF | 102,000 | 102,000 | 100,022 | 100,022 | 483,485 CHF | 484,487 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.20% | 4.88 CHF | 4.89 CHF | 102,000 | 102,000 | 101,337 | 101,337 | 494,292 CHF | 495,306 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.20% | 4.99 CHF | 5.00 CHF | 103,000 | 103,000 | 102,718 | 102,718 | 510,761 CHF | 511,789 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.20% | 4.97 CHF | 4.98 CHF | 102,000 | 102,000 | 102,627 | 102,627 | 514,004 CHF | 515,030 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)