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 | 1.26% | 0.81 CHF | 0.82 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,358 CHF | 40,041 CHF | 98.72% | 98.72% |
| 12/07/2024 | 1.22% | 0.78 CHF | 0.79 CHF | 70,000 | 50,000 | 68,919 | 50,000 | 56,381 CHF | 41,421 CHF | 99.38% | 99.38% |
| 11/07/2024 | 1.16% | 0.82 CHF | 0.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,064 CHF | 64,814 CHF | 99.15% | 99.15% |
| 10/07/2024 | 1.10% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 67,781 CHF | 68,531 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.16% | 0.90 CHF | 0.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,372 CHF | 65,122 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 61,089 | 50,000 | 51,483 CHF | 42,655 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.28% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,545 CHF | 39,460 CHF | 99.62% | 99.62% |
| 04/07/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 57,083 CHF | 41,274 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.18% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,036 CHF | 63,786 CHF | 99.73% | 99.73% |
| 02/07/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,850 CHF | 44,542 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)