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 | 1.14% | 0.86 CHF | 0.87 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 393,271 CHF | 132,590 CHF | 98.77% | 98.77% |
| 19/11/2024 | 1.08% | 0.90 CHF | 0.91 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 414,129 CHF | 139,543 CHF | 90.56% | 90.56% |
| 18/11/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 428,920 CHF | 144,473 CHF | 94.78% | 94.78% |
| 15/11/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 432,286 CHF | 145,595 CHF | 97.72% | 97.72% |
| 14/11/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 427,930 CHF | 144,143 CHF | 98.65% | 98.65% |
| 13/11/2024 | 1.01% | 0.97 CHF | 0.98 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 445,534 CHF | 150,011 CHF | 96.45% | 96.45% |
| 12/11/2024 | 1.22% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 367,380 CHF | 123,960 CHF | 95.64% | 95.64% |
| 11/11/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 380,965 CHF | 128,488 CHF | 98.28% | 98.28% |
| 08/11/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 359,423 CHF | 121,308 CHF | 92.95% | 92.95% |
| 07/11/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 358,514 CHF | 121,005 CHF | 97.75% | 97.75% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)