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 | 1.25% | 1.71 CHF | 1.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,328 CHF | 89,438 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.17% | 1.72 CHF | 1.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,562 CHF | 88,594 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.26% | 1.67 CHF | 1.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,439 CHF | 84,498 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.27% | 1.67 CHF | 1.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,602 CHF | 84,669 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.26% | 1.68 CHF | 1.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,432 CHF | 84,492 CHF | 99.27% | 99.27% |
| 13/11/2024 | 1.31% | 1.65 CHF | 1.67 CHF | 50,000 | 50,000 | 49,774 | 49,435 | 80,757 CHF | 81,254 CHF | 99.40% | 99.40% |
| 12/11/2024 | 1.28% | 1.67 CHF | 1.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,750 CHF | 84,833 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.25% | 1.64 CHF | 1.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,711 CHF | 82,740 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.31% | 1.61 CHF | 1.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,435 CHF | 78,454 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.42% | 1.51 CHF | 1.53 CHF | 50,000 | 50,000 | 49,489 | 48,722 | 76,138 CHF | 76,005 CHF | 98.89% | 98.89% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)