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 | 0.55% | 9.10 CHF | 9.15 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 78,895 CHF | 79,327 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.65% | 9.01 CHF | 9.07 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 60,463 CHF | 60,854 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.65% | 9.48 CHF | 9.54 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 66,267 CHF | 66,696 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.59% | 10.46 CHF | 10.52 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 65,498 CHF | 65,884 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.47% | 11.36 CHF | 11.42 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 78,250 CHF | 78,620 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.51% | 10.29 CHF | 10.34 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 69,928 CHF | 70,283 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.54% | 9.77 CHF | 9.83 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 67,862 CHF | 68,227 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.45% | 12.70 CHF | 12.75 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 74,925 CHF | 75,262 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.51% | 11.09 CHF | 11.15 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 66,729 CHF | 67,070 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.50% | 11.62 CHF | 11.68 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 69,272 CHF | 69,616 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)