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 | 0.91% | 1.12 CHF | 1.13 CHF | 109,000 | 109,000 | 108,160 | 108,160 | 118,116 CHF | 119,197 CHF | 99.99% | 99.99% |
| 12/07/2024 | 0.90% | 1.09 CHF | 1.10 CHF | 108,000 | 108,000 | 108,774 | 108,774 | 120,375 CHF | 121,463 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.90% | 1.09 CHF | 1.10 CHF | 108,000 | 108,000 | 108,711 | 108,711 | 120,500 CHF | 121,588 CHF | 100.00% | 100.00% |
| 10/07/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 125,482 CHF | 126,582 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 110,000 | 110,000 | 109,565 | 109,565 | 123,952 CHF | 125,048 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 109,000 | 109,000 | 108,673 | 108,673 | 120,294 CHF | 121,381 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 109,000 | 109,000 | 108,522 | 108,522 | 119,974 CHF | 121,059 CHF | 99.82% | 99.82% |
| 04/07/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 106,000 | 106,000 | 106,486 | 106,486 | 112,307 CHF | 113,372 CHF | 99.50% | 99.50% |
| 03/07/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 107,000 | 107,000 | 107,486 | 107,486 | 116,011 CHF | 117,086 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.91% | 1.08 CHF | 1.09 CHF | 108,000 | 108,000 | 108,098 | 108,098 | 118,605 CHF | 119,686 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)