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 | 1.15% | 1.76 CHF | 1.78 CHF | 97,000 | 97,000 | 96,255 | 96,255 | 166,394 CHF | 168,319 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.16% | 1.74 CHF | 1.76 CHF | 96,000 | 96,000 | 96,229 | 96,229 | 165,688 CHF | 167,613 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.14% | 1.70 CHF | 1.72 CHF | 96,000 | 96,000 | 96,678 | 96,678 | 169,410 CHF | 171,345 CHF | 99.99% | 99.99% |
| 10/07/2024 | 1.08% | 1.82 CHF | 1.84 CHF | 98,000 | 98,000 | 98,664 | 98,664 | 182,482 CHF | 184,455 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.11% | 1.86 CHF | 1.88 CHF | 99,000 | 99,000 | 97,597 | 97,597 | 175,761 CHF | 177,714 CHF | 99.78% | 99.78% |
| 08/07/2024 | 1.06% | 1.90 CHF | 1.92 CHF | 99,000 | 99,000 | 99,063 | 99,063 | 186,137 CHF | 188,118 CHF | 99.29% | 99.29% |
| 05/07/2024 | 1.06% | 1.88 CHF | 1.90 CHF | 99,000 | 99,000 | 99,200 | 99,200 | 186,755 CHF | 188,739 CHF | 100.00% | 100.00% |
| 04/07/2024 | 1.04% | 1.90 CHF | 1.92 CHF | 100,000 | 100,000 | 99,748 | 99,748 | 190,512 CHF | 192,507 CHF | 99.63% | 99.63% |
| 03/07/2024 | 1.03% | 1.94 CHF | 1.96 CHF | 100,000 | 100,000 | 100,166 | 100,166 | 193,526 CHF | 195,529 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.95% | 2.06 CHF | 2.08 CHF | 103,000 | 103,000 | 103,699 | 103,699 | 217,999 CHF | 220,073 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)