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 | 1.48% | 4.97 CHF | 5.04 CHF | 20,000 | 10,000 | 19,951 | 10,000 | 92,662 CHF | 47,145 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.15% | 5.92 CHF | 5.99 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 60,818 CHF | 61,518 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.17% | 5.73 CHF | 5.80 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 59,056 CHF | 59,748 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.16% | 5.81 CHF | 5.87 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 56,176 CHF | 56,831 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.14% | 5.42 CHF | 5.48 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 53,670 CHF | 54,283 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.25% | 5.18 CHF | 5.24 CHF | 10,000 | 10,000 | 12,504 | 9,914 | 63,266 CHF | 51,120 CHF | 99.32% | 99.32% |
| 12/11/2024 | 1.09% | 5.15 CHF | 5.20 CHF | 10,000 | 10,000 | 18,712 | 10,000 | 87,244 CHF | 47,425 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.37% | 4.28 CHF | 4.34 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 85,287 CHF | 43,234 CHF | 100.00% | 100.00% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)