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 | 1.41% | 1.43 CHF | 1.45 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 140,775 CHF | 142,775 CHF | 99.53% | 99.53% |
| 19/11/2024 | 1.44% | 1.39 CHF | 1.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 137,951 CHF | 139,951 CHF | 99.49% | 99.49% |
| 18/11/2024 | 1.46% | 1.34 CHF | 1.36 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 135,909 CHF | 137,909 CHF | 99.51% | 99.51% |
| 15/11/2024 | 1.51% | 1.30 CHF | 1.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 131,403 CHF | 133,403 CHF | 98.95% | 98.95% |
| 14/11/2024 | 1.43% | 1.36 CHF | 1.38 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 139,083 CHF | 141,083 CHF | 99.57% | 99.57% |
| 13/11/2024 | 1.50% | 1.46 CHF | 1.48 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 132,893 CHF | 134,893 CHF | 97.05% | 97.05% |
| 12/11/2024 | 1.67% | 1.23 CHF | 1.25 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 118,721 CHF | 120,721 CHF | 99.56% | 99.56% |
| 11/11/2024 | 1.68% | 1.17 CHF | 1.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 117,776 CHF | 119,776 CHF | 99.51% | 99.51% |
| 08/11/2024 | 1.68% | 1.19 CHF | 1.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 118,308 CHF | 120,308 CHF | 99.51% | 99.51% |
| 07/11/2024 | 1.81% | 1.09 CHF | 1.11 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 109,222 CHF | 111,222 CHF | 99.08% | 99.08% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)