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 | 1.73% | 0.56 CHF | 0.57 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 573,216 CHF | 583,216 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.68% | 0.58 CHF | 0.59 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 591,644 CHF | 601,644 CHF | 99.85% | 99.85% |
| 11/07/2024 | 1.62% | 0.60 CHF | 0.61 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 612,710 CHF | 622,710 CHF | 71.51% | 71.51% |
| 10/07/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 653,778 CHF | 663,778 CHF | 99.38% | 99.38% |
| 09/07/2024 | 1.51% | 0.67 CHF | 0.68 CHF | 1,000,000 | 1,000,000 | 998,917 | 998,917 | 655,817 CHF | 665,817 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.55% | 0.65 CHF | 0.66 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 641,543 CHF | 651,543 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.52% | 0.66 CHF | 0.67 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 653,987 CHF | 663,987 CHF | 99.56% | 99.56% |
| 04/07/2024 | 1.46% | 0.67 CHF | 0.68 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 679,375 CHF | 689,375 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.40% | 0.67 CHF | 0.68 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 707,961 CHF | 717,961 CHF | 99.77% | 99.77% |
| 02/07/2024 | 1.32% | 0.74 CHF | 0.75 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 750,894 CHF | 760,894 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)