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 | 0.03% | 28.92 CHF | 28.93 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,586,170 CHF | 3,587,420 CHF | 99.99% | 99.99% |
| 12/07/2024 | 0.04% | 28.66 CHF | 28.67 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,542,420 CHF | 3,543,660 CHF | 99.95% | 99.95% |
| 11/07/2024 | 0.03% | 28.40 CHF | 28.41 CHF | 125,000 | 125,000 | 124,885 | 124,885 | 3,581,790 CHF | 3,583,040 CHF | 99.84% | 99.84% |
| 10/07/2024 | 0.04% | 28.43 CHF | 28.44 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,545,520 CHF | 3,546,770 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.04% | 28.31 CHF | 28.32 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,540,720 CHF | 3,541,970 CHF | 99.98% | 99.98% |
| 08/07/2024 | 0.04% | 28.20 CHF | 28.21 CHF | 125,000 | 125,000 | 129,098 | 129,098 | 3,630,500 CHF | 3,631,790 CHF | 98.75% | 98.75% |
| 05/07/2024 | 0.04% | 28.05 CHF | 28.06 CHF | 125,000 | 125,000 | 248,895 | 248,895 | 6,954,510 CHF | 6,957,000 CHF | 99.91% | 99.91% |
| 04/07/2024 | 0.04% | 27.94 CHF | 27.95 CHF | 125,000 | 125,000 | 209,222 | 209,222 | 5,859,980 CHF | 5,862,070 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.04% | 27.88 CHF | 27.89 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,960,670 CHF | 6,963,170 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.04% | 27.59 CHF | 27.60 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,850,220 CHF | 6,852,720 CHF | 99.98% | 99.98% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)