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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 28/11/2024 | 3.74% | 0.33 CHF | 0.34 CHF | 150,665 | 75,000 | 141,500 | 75,000 | 51,876 CHF | 28,631 CHF | 99.37% | 99.37% |
| 27/11/2024 | 3.09% | 0.48 CHF | 0.49 CHF | 110,000 | 75,000 | 111,661 | 75,000 | 52,396 CHF | 36,350 CHF | 99.55% | 99.55% |
| 26/11/2024 | 3.23% | 0.49 CHF | 0.50 CHF | 110,000 | 75,000 | 114,416 | 75,000 | 51,985 CHF | 35,231 CHF | 100.00% | 100.00% |
| 25/11/2024 | 3.06% | 0.43 CHF | 0.44 CHF | 120,000 | 75,000 | 118,887 | 75,000 | 52,703 CHF | 34,330 CHF | 100.00% | 100.00% |
| 22/11/2024 | 2.43% | 0.56 CHF | 0.57 CHF | 90,000 | 75,000 | 91,559 | 75,000 | 52,769 CHF | 44,329 CHF | 99.99% | 99.99% |
| 20/11/2024 | 1.62% | 0.87 CHF | 0.88 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 62,080 CHF | 63,094 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.43% | 0.95 CHF | 0.97 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 73,876 CHF | 74,941 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.75% | 0.87 CHF | 0.88 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,824 CHF | 61,893 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.40% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 54,333 | 54,333 | 42,670 CHF | 43,600 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.54% | 0.78 CHF | 0.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,991 CHF | 60,920 CHF | 99.22% | 99.22% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)