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 | 0.62% | 1.80 CHF | 1.81 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 406,212 CHF | 408,712 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.54% | 1.79 CHF | 1.80 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 467,497 CHF | 469,997 CHF | 99.94% | 99.94% |
| 18/11/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 378,317 CHF | 380,817 CHF | 99.95% | 99.95% |
| 15/11/2024 | 0.71% | 1.47 CHF | 1.48 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 351,524 CHF | 354,024 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.72% | 1.35 CHF | 1.36 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 349,323 CHF | 351,823 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.55% | 1.87 CHF | 1.88 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 452,141 CHF | 454,641 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.73% | 1.76 CHF | 1.77 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 342,773 CHF | 345,273 CHF | 99.98% | 99.98% |
| 11/11/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 239,797 CHF | 242,297 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.71% | 1.43 CHF | 1.44 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 351,097 CHF | 353,597 CHF | 90.07% | 90.07% |
| 07/11/2024 | 0.80% | 1.12 CHF | 1.13 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 312,246 CHF | 314,746 CHF | 96.19% | 96.19% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)