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 | 8.69% | 0.11 CHF | 0.12 CHF | 425,000 | 425,000 | 467,276 | 447,845 | 51,449 CHF | 54,147 CHF | 100.00% | 100.00% |
| 19/11/2024 | 10.09% | 0.09 CHF | 0.10 CHF | 500,000 | 500,000 | 538,764 | 418,640 | 50,666 CHF | 44,496 CHF | 99.91% | 99.91% |
| 18/11/2024 | 11.18% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 602,212 | 304,557 | 50,893 CHF | 28,780 CHF | 99.85% | 99.85% |
| 15/11/2024 | 11.69% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 625,209 | 322,665 | 50,394 CHF | 29,225 CHF | 100.00% | 100.00% |
| 14/11/2024 | 12.05% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 652,290 | 335,155 | 50,871 CHF | 29,471 CHF | 100.00% | 100.00% |
| 13/11/2024 | 10.90% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 592,231 | 307,456 | 51,425 CHF | 29,799 CHF | 100.00% | 100.00% |
| 12/11/2024 | 13.23% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 715,066 | 371,119 | 50,471 CHF | 29,906 CHF | 99.71% | 99.71% |
| 11/11/2024 | 14.69% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 797,644 | 406,506 | 50,342 CHF | 29,734 CHF | 99.83% | 99.83% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)