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 | 1.05% | 0.97 CHF | 0.98 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 475,894 CHF | 480,894 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.02% | 0.97 CHF | 0.98 CHF | 500,000 | 500,000 | 498,706 | 498,706 | 486,816 CHF | 491,803 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 472,501 CHF | 477,501 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 464,252 CHF | 469,252 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.07% | 0.92 CHF | 0.93 CHF | 500,000 | 500,000 | 497,696 | 497,696 | 464,042 CHF | 469,019 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 500,000 | 500,000 | 498,844 | 498,844 | 484,176 CHF | 489,164 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.08% | 0.96 CHF | 0.97 CHF | 500,000 | 500,000 | 498,594 | 498,594 | 457,631 CHF | 462,617 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 435,436 CHF | 440,436 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 500,000 | 500,000 | 498,881 | 498,881 | 450,322 CHF | 455,310 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.12% | 0.87 CHF | 0.88 CHF | 500,000 | 500,000 | 497,739 | 497,739 | 440,958 CHF | 445,936 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)