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 | 1.69% | 1.05 CHF | 1.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 78,609 CHF | 79,947 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.91% | 1.02 CHF | 1.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 73,296 CHF | 74,709 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.22% | 0.92 CHF | 0.94 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 53,499 CHF | 45,583 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.25% | 0.87 CHF | 0.89 CHF | 60,000 | 50,000 | 61,588 | 50,000 | 54,054 CHF | 44,976 CHF | 99.99% | 99.99% |
| 14/11/2024 | 3.13% | 0.72 CHF | 0.74 CHF | 70,000 | 50,000 | 79,017 | 50,000 | 50,223 CHF | 32,783 CHF | 99.52% | 99.52% |
| 13/11/2024 | 3.64% | 0.51 CHF | 0.53 CHF | 77,113 | 50,000 | 77,907 | 49,597 | 43,438 CHF | 28,631 CHF | 73.18% | 73.18% |
| 12/11/2024 | 5.14% | 0.42 CHF | 0.44 CHF | 75,284 | 50,000 | 74,474 | 50,000 | 28,320 CHF | 20,010 CHF | 100.00% | 100.00% |
| 11/11/2024 | 5.60% | 0.37 CHF | 0.39 CHF | 74,127 | 50,000 | 74,162 | 50,000 | 27,614 CHF | 19,685 CHF | 96.53% | 96.53% |
| 08/11/2024 | 4.20% | 0.42 CHF | 0.44 CHF | 74,567 | 50,000 | 75,283 | 50,000 | 35,189 CHF | 24,366 CHF | 92.92% | 92.92% |
| 07/11/2024 | 4.40% | 0.47 CHF | 0.49 CHF | 75,201 | 50,000 | 75,520 | 48,703 | 35,319 CHF | 23,790 CHF | 99.12% | 99.12% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)