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 | 0.99% | 1.07 CHF | 1.08 CHF | 50,000 | 1,000 | 50,000 | 1,000 | 56,155 CHF | 1,134 CHF | 99.65% | 99.65% |
| 19/11/2024 | 1.03% | 1.07 CHF | 1.09 CHF | 50,000 | 1,000 | 50,000 | 1,000 | 54,450 CHF | 1,100 CHF | 99.64% | 99.64% |
| 18/11/2024 | 1.02% | 1.11 CHF | 1.13 CHF | 50,000 | 1,000 | 50,000 | 1,000 | 54,976 CHF | 1,111 CHF | 99.67% | 99.67% |
| 15/11/2024 | 1.00% | 1.10 CHF | 1.12 CHF | 50,000 | 1,000 | 50,000 | 1,000 | 56,476 CHF | 1,141 CHF | 99.60% | 99.60% |
| 14/11/2024 | 0.78% | 1.31 CHF | 1.32 CHF | 40,000 | 1,000 | 40,000 | 1,000 | 55,885 CHF | 1,408 CHF | 99.67% | 99.67% |
| 13/11/2024 | 0.82% | 1.49 CHF | 1.51 CHF | 40,000 | 1,000 | 40,000 | 1,000 | 54,974 CHF | 1,386 CHF | 91.11% | 91.11% |
| 12/11/2024 | 0.82% | 1.30 CHF | 1.31 CHF | 40,000 | 1,000 | 40,000 | 1,000 | 56,468 CHF | 1,423 CHF | 99.68% | 99.68% |
| 11/11/2024 | 0.75% | 1.41 CHF | 1.42 CHF | 40,000 | 1,000 | 40,000 | 1,000 | 59,806 CHF | 1,506 CHF | 98.77% | 98.77% |
| 08/11/2024 | 0.93% | 1.39 CHF | 1.40 CHF | 40,000 | 1,000 | 47,998 | 1,000 | 57,479 CHF | 1,214 CHF | 99.68% | 99.68% |
| 07/11/2024 | 0.90% | 1.18 CHF | 1.19 CHF | 50,000 | 1,000 | 42,171 | 1,000 | 53,520 CHF | 1,285 CHF | 99.66% | 99.66% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)