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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 15/07/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 883,302 CHF | 893,302 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 902,164 CHF | 912,164 CHF | 99.85% | 99.85% |
| 11/07/2024 | 1.08% | 0.91 CHF | 0.92 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 923,081 CHF | 933,081 CHF | 71.51% | 71.51% |
| 10/07/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 966,342 CHF | 976,342 CHF | 99.38% | 99.38% |
| 09/07/2024 | 1.03% | 0.98 CHF | 0.99 CHF | 1,000,000 | 1,000,000 | 998,826 | 998,826 | 966,750 CHF | 976,750 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 952,331 CHF | 962,331 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 965,869 CHF | 975,869 CHF | 99.56% | 99.56% |
| 04/07/2024 | 1.00% | 0.98 CHF | 0.99 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 991,392 CHF | 1,001,390 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.98% | 0.99 CHF | 1.00 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,020,240 CHF | 1,030,240 CHF | 99.77% | 99.77% |
| 02/07/2024 | 0.93% | 1.05 CHF | 1.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,064,630 CHF | 1,074,630 CHF | 99.94% | 99.94% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)