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 | 2.66% | 1.24 CHF | 1.27 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 44,699 CHF | 45,899 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.28% | 1.23 CHF | 1.26 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 52,187 CHF | 53,387 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.48% | 1.12 CHF | 1.15 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 47,802 CHF | 49,002 CHF | 98.99% | 98.99% |
| 15/11/2024 | 2.69% | 1.26 CHF | 1.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,199 CHF | 56,699 CHF | 100.00% | 100.00% |
| 14/11/2024 | 3.00% | 0.93 CHF | 0.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 49,250 CHF | 50,750 CHF | 100.00% | 100.00% |
| 13/11/2024 | 2.87% | 1.05 CHF | 1.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,500 CHF | 53,000 CHF | 99.87% | 99.87% |
| 12/11/2024 | 3.64% | 0.88 CHF | 0.91 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 48,564 CHF | 50,364 CHF | 100.00% | 100.00% |
| 11/11/2024 | 3.81% | 0.73 CHF | 0.76 CHF | 50,000 | 50,000 | 49,976 | 49,976 | 38,733 CHF | 40,233 CHF | 100.00% | 100.00% |
| 08/11/2024 | 3.07% | 0.95 CHF | 0.98 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 57,677 CHF | 59,477 CHF | 100.00% | 100.00% |
| 07/11/2024 | 3.09% | 0.92 CHF | 0.95 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 57,483 CHF | 59,283 CHF | 99.67% | 99.67% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)