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 | 0.24% | 3.89 CHF | 3.90 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,022,450 CHF | 1,024,950 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.26% | 3.92 CHF | 3.93 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 958,872 CHF | 961,372 CHF | 99.99% | 99.99% |
| 18/11/2024 | 0.24% | 4.23 CHF | 4.24 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,054,120 CHF | 1,056,620 CHF | 99.95% | 99.95% |
| 15/11/2024 | 0.23% | 4.27 CHF | 4.28 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,085,180 CHF | 1,087,680 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.23% | 4.40 CHF | 4.41 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,086,150 CHF | 1,088,650 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.25% | 3.85 CHF | 3.86 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 981,146 CHF | 983,646 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.23% | 3.96 CHF | 3.97 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,092,140 CHF | 1,094,640 CHF | 99.98% | 99.98% |
| 11/11/2024 | 0.21% | 4.79 CHF | 4.80 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,202,850 CHF | 1,205,350 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.23% | 4.32 CHF | 4.33 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,088,640 CHF | 1,091,140 CHF | 90.07% | 90.07% |
| 07/11/2024 | 0.22% | 4.68 CHF | 4.69 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,136,870 CHF | 1,139,370 CHF | 96.32% | 96.32% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)