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% | 5.03 CHF | 5.06 CHF | 10,000 | 5,000 | 18,302 | 2,980 | 88,914 CHF | 14,763 CHF | 99.68% | 99.68% |
| 19/11/2024 | 1.00% | 4.72 CHF | 4.74 CHF | 20,000 | 5,000 | 20,000 | 2,980 | 94,770 CHF | 14,267 CHF | 99.68% | 99.68% |
| 18/11/2024 | 0.91% | 4.98 CHF | 5.01 CHF | 20,000 | 5,000 | 11,194 | 2,984 | 57,580 CHF | 15,500 CHF | 98.88% | 98.88% |
| 15/11/2024 | 0.97% | 5.06 CHF | 5.09 CHF | 10,000 | 5,000 | 18,635 | 3,015 | 89,941 CHF | 14,815 CHF | 96.23% | 96.23% |
| 14/11/2024 | 0.97% | 4.69 CHF | 4.72 CHF | 20,000 | 5,000 | 20,000 | 2,979 | 96,346 CHF | 14,391 CHF | 99.68% | 99.68% |
| 13/11/2024 | 1.06% | 4.93 CHF | 4.95 CHF | 20,000 | 5,000 | 20,000 | 3,003 | 90,798 CHF | 13,914 CHF | 97.34% | 97.34% |
| 12/11/2024 | 1.08% | 4.71 CHF | 4.73 CHF | 20,000 | 5,000 | 20,000 | 2,980 | 91,352 CHF | 13,746 CHF | 99.61% | 99.61% |
| 11/11/2024 | 1.26% | 4.35 CHF | 4.38 CHF | 20,000 | 5,000 | 20,000 | 2,874 | 80,822 CHF | 11,907 CHF | 99.68% | 99.68% |
| 08/11/2024 | 1.47% | 3.61 CHF | 3.64 CHF | 20,000 | 5,000 | 20,000 | 2,880 | 69,037 CHF | 10,178 CHF | 99.42% | 99.42% |
| 07/11/2024 | 1.20% | 3.68 CHF | 3.70 CHF | 20,000 | 5,000 | 20,000 | 2,979 | 81,255 CHF | 12,063 CHF | 99.09% | 99.09% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)