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 | 1.09% | 1.01 CHF | 1.02 CHF | 75,000 | 75,000 | 63,093 | 53,401 | 61,426 CHF | 52,575 CHF | 97.14% | 97.14% |
| 12/11/2024 | 1.18% | 0.98 CHF | 0.99 CHF | 75,000 | 75,000 | 63,200 | 52,717 | 58,975 CHF | 49,863 CHF | 99.53% | 99.53% |
| 11/11/2024 | 1.49% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 71,065 | 52,674 | 53,680 CHF | 40,297 CHF | 99.68% | 99.68% |
| 08/11/2024 | 1.56% | 0.68 CHF | 0.69 CHF | 80,000 | 25,000 | 79,999 | 24,866 | 55,775 CHF | 17,615 CHF | 58.94% | 58.94% |
| 07/11/2024 | 1.66% | 0.59 CHF | 0.60 CHF | 90,000 | 75,000 | 81,391 | 51,155 | 54,033 CHF | 34,148 CHF | 88.28% | 88.28% |
| 06/11/2024 | 1.36% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 71,118 | 36,774 | 56,131 CHF | 29,378 CHF | 90.19% | 90.19% |
| 05/11/2024 | 1.57% | 0.61 CHF | 0.64 CHF | 90,000 | 75,000 | 80,002 | 75,000 | 50,401 CHF | 48,000 CHF | 0.54% | 96.66% |
| 04/11/2024 | 1.77% | 0.60 CHF | 0.61 CHF | 90,000 | 75,000 | 82,203 | 35,994 | 51,781 CHF | 22,901 CHF | 92.41% | 92.41% |
| 01/11/2024 | 1.84% | 0.59 CHF | 0.60 CHF | 90,000 | 75,000 | 90,084 | 41,916 | 53,394 CHF | 25,200 CHF | 99.75% | 99.75% |
| 31/10/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 80,000 | 75,000 | 80,135 | 41,933 | 52,240 CHF | 27,563 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)