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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 13/11/2024 | 0.20% | 5.80 CHF | 5.81 CHF | 10,000 | 1,000 | 10,000 | 1,000 | 56,525 CHF | 5,664 CHF | 95.89% | 95.89% |
| 12/11/2024 | 0.20% | 5.80 CHF | 5.81 CHF | 10,000 | 1,000 | 10,000 | 1,000 | 57,051 CHF | 5,716 CHF | 96.06% | 96.06% |
| 11/11/2024 | 0.22% | 5.53 CHF | 5.54 CHF | 10,000 | 1,000 | 10,000 | 1,000 | 52,929 CHF | 5,305 CHF | 96.80% | 96.80% |
| 08/11/2024 | 0.23% | 5.23 CHF | 5.24 CHF | 10,000 | 1,000 | 17,697 | 1,000 | 87,285 CHF | 4,970 CHF | 87.57% | 87.57% |
| 07/11/2024 | 0.23% | 4.58 CHF | 4.60 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 95,109 CHF | 4,767 CHF | 82.24% | 82.24% |
| 06/11/2024 | 0.23% | 5.01 CHF | 5.03 CHF | 10,000 | 1,000 | 10,329 | 1,000 | 56,072 CHF | 5,456 CHF | 86.85% | 86.85% |
| 05/11/2024 | 0.25% | 4.83 CHF | 4.84 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 93,196 CHF | 4,671 CHF | 98.94% | 98.94% |
| 04/11/2024 | 0.25% | 4.88 CHF | 4.89 CHF | 20,000 | 1,000 | 19,956 | 1,000 | 98,164 CHF | 4,931 CHF | 99.43% | 99.43% |
| 01/11/2024 | 0.24% | 5.02 CHF | 5.04 CHF | 10,000 | 1,000 | 11,729 | 1,000 | 58,908 CHF | 5,045 CHF | 93.74% | 93.74% |
| 31/10/2024 | 0.23% | 5.02 CHF | 5.04 CHF | 10,000 | 1,000 | 10,000 | 1,000 | 50,959 CHF | 5,108 CHF | 99.76% | 99.76% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)