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 | 2.44% | 0.39 CHF | 0.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,222 CHF | 20,722 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.92% | 0.35 CHF | 0.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 16,898 CHF | 17,398 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.36% | 0.39 CHF | 0.40 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 18,876 CHF | 19,326 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.29% | 0.44 CHF | 0.45 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 19,446 CHF | 19,896 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.31% | 0.43 CHF | 0.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,428 CHF | 21,928 CHF | 100.00% | 100.00% |
| 13/11/2024 | 2.40% | 0.42 CHF | 0.43 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 18,564 CHF | 19,014 CHF | 100.00% | 100.00% |
| 12/11/2024 | 2.18% | 0.43 CHF | 0.44 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 18,161 CHF | 18,561 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.91% | 0.52 CHF | 0.53 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 20,752 CHF | 21,152 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.96% | 0.51 CHF | 0.52 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 20,171 CHF | 20,571 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.81% | 0.55 CHF | 0.56 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 21,963 CHF | 22,363 CHF | 100.00% | 100.00% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)