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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 5.91% | 0.17 CHF | 0.18 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 4,927 CHF | 5,227 CHF | 100.00% | 100.00% |
| 22/11/2024 | 5.98% | 0.17 CHF | 0.18 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 4,872 CHF | 5,172 CHF | 100.00% | 100.00% |
| 20/11/2024 | 5.71% | 0.17 CHF | 0.18 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 3,405 CHF | 3,605 CHF | 100.00% | 100.00% |
| 19/11/2024 | 6.11% | 0.16 CHF | 0.17 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 3,184 CHF | 3,384 CHF | 100.00% | 100.00% |
| 18/11/2024 | 5.41% | 0.19 CHF | 0.20 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 3,597 CHF | 3,797 CHF | 100.00% | 100.00% |
| 15/11/2024 | 4.73% | 0.20 CHF | 0.21 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 3,103 CHF | 3,253 CHF | 100.00% | 100.00% |
| 14/11/2024 | 4.96% | 0.22 CHF | 0.23 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 2,020 CHF | 2,122 CHF | 99.27% | 99.27% |
| 13/11/2024 | 2.64% | 0.36 CHF | 0.37 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 3,749 CHF | 3,849 CHF | 100.00% | 100.00% |
| 12/11/2024 | 2.67% | 0.39 CHF | 0.40 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 4,072 CHF | 4,182 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.30% | 0.46 CHF | 0.47 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 4,653 CHF | 4,761 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)