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 | 0.23% | 19.27 CHF | 19.31 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 120,236 CHF | 120,508 CHF | 99.60% | 99.60% |
| 19/11/2024 | 0.25% | 19.74 CHF | 19.79 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 119,058 CHF | 119,362 CHF | 98.99% | 99.03% |
| 18/11/2024 | 0.23% | 23.05 CHF | 23.10 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 119,060 CHF | 119,332 CHF | 99.49% | 99.49% |
| 15/11/2024 | 0.22% | 25.05 CHF | 25.10 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 126,064 CHF | 126,341 CHF | 98.94% | 98.94% |
| 14/11/2024 | 0.18% | 25.52 CHF | 25.57 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 160,454 CHF | 160,744 CHF | 98.96% | 98.96% |
| 13/11/2024 | 0.22% | 20.89 CHF | 20.94 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 125,417 CHF | 125,695 CHF | 99.52% | 99.52% |
| 12/11/2024 | 0.23% | 20.56 CHF | 20.61 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 114,310 CHF | 114,579 CHF | 98.89% | 98.95% |
| 11/11/2024 | 0.21% | 25.10 CHF | 25.15 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 151,589 CHF | 151,901 CHF | 99.48% | 99.48% |
| 08/11/2024 | 0.23% | 23.57 CHF | 23.63 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 121,880 CHF | 122,162 CHF | 99.50% | 99.50% |
| 07/11/2024 | 0.21% | 26.56 CHF | 26.61 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 127,111 CHF | 127,378 CHF | 99.51% | 99.51% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)