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 | 1.54% | 0.92 CHF | 0.94 CHF | 60,000 | 25,000 | 56,643 | 25,000 | 55,632 CHF | 24,974 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.55% | 0.95 CHF | 0.97 CHF | 60,000 | 25,000 | 59,665 | 25,000 | 55,507 CHF | 23,632 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.54% | 1.01 CHF | 1.02 CHF | 50,000 | 25,000 | 50,146 | 25,000 | 52,440 CHF | 26,554 CHF | 93.88% | 93.88% |
| 15/11/2024 | 1.35% | 1.12 CHF | 1.13 CHF | 50,000 | 25,000 | 50,009 | 25,000 | 54,789 CHF | 27,762 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.43% | 0.93 CHF | 0.95 CHF | 60,000 | 25,000 | 58,938 | 25,000 | 56,035 CHF | 24,136 CHF | 99.22% | 99.22% |
| 13/11/2024 | 1.76% | 0.90 CHF | 0.91 CHF | 60,000 | 25,000 | 60,000 | 24,942 | 53,811 CHF | 22,767 CHF | 99.36% | 99.36% |
| 12/11/2024 | 1.52% | 0.91 CHF | 0.92 CHF | 60,000 | 25,000 | 51,480 | 25,000 | 54,477 CHF | 26,942 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.33% | 1.17 CHF | 1.19 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 58,124 CHF | 29,450 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.52% | 1.05 CHF | 1.08 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 12,781 CHF | 13,107 CHF | 86.95% | 86.95% |
| 07/11/2024 | 1.73% | 0.95 CHF | 0.96 CHF | 60,000 | 25,000 | 61,120 | 24,739 | 55,375 CHF | 22,894 CHF | 98.73% | 98.73% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)