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 | 0.32% | 3.16 CHF | 3.17 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,580,590 CHF | 1,585,590 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.30% | 3.25 CHF | 3.26 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,640,160 CHF | 1,645,160 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.31% | 3.21 CHF | 3.22 CHF | 500,000 | 500,000 | 499,737 | 499,737 | 1,591,870 CHF | 1,596,870 CHF | 99.99% | 99.99% |
| 10/07/2024 | 0.32% | 3.19 CHF | 3.20 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,558,220 CHF | 1,563,220 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.32% | 3.19 CHF | 3.20 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,581,560 CHF | 1,586,560 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.31% | 3.23 CHF | 3.24 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,601,870 CHF | 1,606,870 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.30% | 3.38 CHF | 3.39 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,673,700 CHF | 1,678,700 CHF | 100.00% | 100.00% |
| 04/07/2024 | 0.30% | 3.35 CHF | 3.36 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,652,030 CHF | 1,657,030 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.31% | 3.26 CHF | 3.27 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,636,590 CHF | 1,641,590 CHF | 99.99% | 99.99% |
| 02/07/2024 | 0.30% | 3.31 CHF | 3.32 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,679,300 CHF | 1,684,300 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)