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 | 4.80% | 0.20 CHF | 0.21 CHF | 126,085 | 75,000 | 126,005 | 75,000 | 25,673 CHF | 16,033 CHF | 100.00% | 100.00% |
| 19/11/2024 | 5.84% | 0.18 CHF | 0.19 CHF | 126,848 | 75,000 | 127,491 | 75,000 | 21,240 CHF | 13,247 CHF | 100.00% | 100.00% |
| 18/11/2024 | 5.61% | 0.19 CHF | 0.20 CHF | 126,836 | 75,000 | 127,644 | 75,000 | 22,175 CHF | 13,782 CHF | 100.00% | 100.00% |
| 15/11/2024 | 4.76% | 0.17 CHF | 0.18 CHF | 127,866 | 75,000 | 126,458 | 75,000 | 26,040 CHF | 16,199 CHF | 100.00% | 100.00% |
| 14/11/2024 | 4.01% | 0.24 CHF | 0.25 CHF | 124,710 | 75,000 | 124,909 | 75,000 | 30,571 CHF | 19,108 CHF | 99.27% | 99.27% |
| 13/11/2024 | 3.73% | 0.25 CHF | 0.26 CHF | 124,146 | 75,000 | 123,038 | 74,437 | 32,856 CHF | 20,636 CHF | 99.40% | 99.40% |
| 12/11/2024 | 3.48% | 0.28 CHF | 0.29 CHF | 122,588 | 75,000 | 122,207 | 75,000 | 34,599 CHF | 21,994 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.99% | 0.33 CHF | 0.34 CHF | 120,221 | 75,000 | 119,917 | 75,000 | 39,585 CHF | 25,508 CHF | 100.00% | 100.00% |
| 08/11/2024 | 3.03% | 0.31 CHF | 0.32 CHF | 119,906 | 75,000 | 119,211 | 75,000 | 38,741 CHF | 25,125 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.71% | 0.35 CHF | 0.36 CHF | 118,441 | 75,000 | 117,815 | 73,704 | 43,498 CHF | 27,988 CHF | 99.23% | 99.23% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)