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 | 0.91% | 1.13 CHF | 1.14 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 274,700 CHF | 83,160 CHF | 99.38% | 99.38% |
| 19/11/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 281,372 CHF | 85,162 CHF | 99.38% | 99.38% |
| 18/11/2024 | 0.88% | 1.12 CHF | 1.13 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 282,873 CHF | 85,612 CHF | 97.57% | 97.57% |
| 15/11/2024 | 0.89% | 1.14 CHF | 1.15 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 278,155 CHF | 84,197 CHF | 99.38% | 99.38% |
| 14/11/2024 | 0.92% | 1.10 CHF | 1.11 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 270,951 CHF | 82,035 CHF | 99.37% | 99.37% |
| 13/11/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 267,500 CHF | 81,000 CHF | 96.26% | 96.26% |
| 12/11/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 263,504 CHF | 79,801 CHF | 96.84% | 96.84% |
| 11/11/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 258,609 CHF | 78,333 CHF | 99.39% | 99.39% |
| 08/11/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 257,296 CHF | 77,939 CHF | 90.77% | 90.77% |
| 07/11/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 257,431 CHF | 77,979 CHF | 98.69% | 98.69% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)