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 | 0.38% | 2.78 CHF | 2.79 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 798,114 CHF | 801,114 CHF | 97.89% | 97.89% |
| 19/11/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 837,495 CHF | 840,495 CHF | 99.99% | 99.99% |
| 18/11/2024 | 0.38% | 2.57 CHF | 2.58 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 785,172 CHF | 788,172 CHF | 98.77% | 98.77% |
| 15/11/2024 | 0.40% | 2.61 CHF | 2.62 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 751,582 CHF | 754,582 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.42% | 2.24 CHF | 2.25 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 711,776 CHF | 714,776 CHF | 98.23% | 98.23% |
| 13/11/2024 | 0.40% | 2.45 CHF | 2.46 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 744,859 CHF | 747,859 CHF | 99.60% | 99.60% |
| 12/11/2024 | 0.44% | 2.44 CHF | 2.45 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 674,295 CHF | 677,295 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 594,262 CHF | 597,262 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.46% | 2.22 CHF | 2.23 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 654,955 CHF | 657,955 CHF | 84.82% | 84.82% |
| 07/11/2024 | 0.52% | 1.96 CHF | 1.97 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 577,567 CHF | 580,567 CHF | 100.00% | 100.00% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)