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 | 1.96% | 1.07 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,411 CHF | 57,529 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.85% | 1.08 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,600 CHF | 56,637 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.11% | 1.03 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,498 CHF | 52,598 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.07% | 1.03 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,685 CHF | 52,767 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.06% | 1.04 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,515 CHF | 52,589 CHF | 99.27% | 99.27% |
| 13/11/2024 | 2.17% | 1.01 CHF | 1.03 CHF | 50,000 | 50,000 | 58,362 | 49,435 | 57,448 CHF | 49,742 CHF | 99.40% | 99.40% |
| 12/11/2024 | 2.07% | 1.03 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,862 CHF | 52,944 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.09% | 1.00 CHF | 1.03 CHF | 50,000 | 50,000 | 54,193 | 50,000 | 53,933 CHF | 50,849 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.26% | 0.97 CHF | 0.99 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,647 CHF | 46,578 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.39% | 0.87 CHF | 0.90 CHF | 60,000 | 50,000 | 60,000 | 48,722 | 54,006 CHF | 44,892 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)