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 | 1.13% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 88,130 CHF | 89,130 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 66,318 CHF | 67,068 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 69,083 CHF | 69,833 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.05% | 0.93 CHF | 0.94 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 70,792 CHF | 71,542 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 71,047 CHF | 71,797 CHF | 99.22% | 99.22% |
| 13/11/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 75,000 | 75,000 | 74,667 | 74,446 | 69,344 CHF | 69,886 CHF | 98.74% | 98.74% |
| 12/11/2024 | 1.05% | 0.93 CHF | 0.94 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 71,226 CHF | 71,976 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.00% | 1.01 CHF | 1.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 74,640 CHF | 75,390 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 74,537 CHF | 75,287 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.98% | 1.04 CHF | 1.05 CHF | 75,000 | 75,000 | 73,699 | 73,699 | 76,960 CHF | 77,711 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)