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 | 3.60% | 0.26 CHF | 0.27 CHF | 135,732 | 75,000 | 135,072 | 75,000 | 36,954 CHF | 21,271 CHF | 94.79% | 94.79% |
| 19/11/2024 | 3.90% | 0.26 CHF | 0.27 CHF | 135,333 | 75,000 | 135,759 | 75,000 | 34,226 CHF | 19,661 CHF | 100.00% | 100.00% |
| 18/11/2024 | 4.69% | 0.29 CHF | 0.30 CHF | 134,707 | 75,000 | 73,801 | 51,451 | 21,274 CHF | 15,600 CHF | 100.00% | 100.00% |
| 15/11/2024 | 3.33% | 0.31 CHF | 0.32 CHF | 134,311 | 75,000 | 134,807 | 75,000 | 39,932 CHF | 22,970 CHF | 100.00% | 100.00% |
| 14/11/2024 | 3.66% | 0.28 CHF | 0.29 CHF | 135,381 | 75,000 | 136,015 | 75,000 | 36,582 CHF | 20,927 CHF | 83.69% | 83.69% |
| 13/11/2024 | 3.93% | 0.25 CHF | 0.26 CHF | 136,089 | 75,000 | 135,727 | 74,112 | 34,283 CHF | 19,466 CHF | 94.16% | 94.16% |
| 12/11/2024 | 3.94% | 0.25 CHF | 0.26 CHF | 135,885 | 75,000 | 135,807 | 75,000 | 33,834 CHF | 19,436 CHF | 84.38% | 84.38% |
| 11/11/2024 | 2.92% | 0.32 CHF | 0.33 CHF | 132,454 | 75,000 | 131,736 | 75,000 | 44,581 CHF | 26,134 CHF | 94.79% | 94.79% |
| 08/11/2024 | 3.43% | 0.31 CHF | 0.32 CHF | 132,339 | 75,000 | 132,852 | 75,000 | 38,133 CHF | 22,279 CHF | 100.00% | 100.00% |
| 07/11/2024 | 3.63% | 0.28 CHF | 0.29 CHF | 132,921 | 75,000 | 133,572 | 72,251 | 37,277 CHF | 20,967 CHF | 93.52% | 93.52% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)