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 | 8.25% | 0.22 CHF | 0.24 CHF | 230,000 | 75,000 | 205,809 | 75,000 | 50,636 CHF | 20,081 CHF | 95.22% | 95.22% |
| 12/07/2024 | 8.49% | 0.24 CHF | 0.27 CHF | 210,000 | 75,000 | 200,923 | 75,000 | 50,095 CHF | 20,362 CHF | 99.01% | 99.01% |
| 11/07/2024 | 8.38% | 0.23 CHF | 0.25 CHF | 220,000 | 75,000 | 211,495 | 75,000 | 50,401 CHF | 19,451 CHF | 87.65% | 87.65% |
| 10/07/2024 | 10.60% | 0.21 CHF | 0.23 CHF | 240,000 | 75,000 | 268,519 | 75,000 | 50,966 CHF | 15,843 CHF | 100.00% | 100.00% |
| 09/07/2024 | 9.97% | 0.19 CHF | 0.21 CHF | 270,000 | 75,000 | 259,676 | 75,000 | 50,629 CHF | 16,173 CHF | 100.00% | 100.00% |
| 08/07/2024 | 10.56% | 0.19 CHF | 0.21 CHF | 270,000 | 75,000 | 272,363 | 75,000 | 51,070 CHF | 15,646 CHF | 99.71% | 99.71% |
| 05/07/2024 | 10.17% | 0.18 CHF | 0.20 CHF | 280,000 | 75,000 | 272,082 | 75,000 | 51,113 CHF | 15,603 CHF | 98.81% | 98.81% |
| 04/07/2024 | 10.40% | 0.19 CHF | 0.21 CHF | 270,000 | 75,000 | 273,438 | 75,000 | 51,033 CHF | 15,540 CHF | 100.00% | 100.00% |
| 03/07/2024 | 11.20% | 0.17 CHF | 0.19 CHF | 300,000 | 75,000 | 297,562 | 75,000 | 50,927 CHF | 14,366 CHF | 99.73% | 99.73% |
| 02/07/2024 | 11.74% | 0.17 CHF | 0.19 CHF | 300,000 | 75,000 | 310,488 | 75,000 | 51,105 CHF | 13,896 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)