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 | 0.34% | 2.78 CHF | 2.79 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 743,167 CHF | 745,667 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.37% | 2.80 CHF | 2.81 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 679,651 CHF | 682,151 CHF | 99.94% | 99.94% |
| 18/11/2024 | 0.32% | 3.11 CHF | 3.12 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 774,290 CHF | 776,790 CHF | 99.95% | 99.95% |
| 15/11/2024 | 0.31% | 3.15 CHF | 3.16 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 804,762 CHF | 807,262 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.31% | 3.28 CHF | 3.29 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 806,109 CHF | 808,609 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.36% | 2.73 CHF | 2.74 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 700,634 CHF | 703,134 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.31% | 2.84 CHF | 2.85 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 812,307 CHF | 814,807 CHF | 99.98% | 99.98% |
| 11/11/2024 | 0.27% | 3.67 CHF | 3.68 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 922,727 CHF | 925,227 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.31% | 3.20 CHF | 3.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 807,835 CHF | 810,335 CHF | 90.07% | 90.07% |
| 07/11/2024 | 0.29% | 3.55 CHF | 3.56 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 854,854 CHF | 857,354 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)