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 | 1.16% | 1.11 CHF | 1.12 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 78,656 CHF | 79,574 CHF | 98.73% | 98.73% |
| 12/07/2024 | 1.28% | 1.01 CHF | 1.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 78,804 CHF | 79,822 CHF | 99.38% | 99.38% |
| 11/07/2024 | 1.19% | 1.07 CHF | 1.09 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 81,789 CHF | 82,765 CHF | 98.49% | 98.49% |
| 10/07/2024 | 1.14% | 1.14 CHF | 1.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 88,191 CHF | 89,202 CHF | 99.86% | 99.86% |
| 09/07/2024 | 1.08% | 1.18 CHF | 1.20 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 85,721 CHF | 86,656 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.12% | 1.15 CHF | 1.17 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 85,723 CHF | 86,688 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.21% | 1.15 CHF | 1.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 83,364 CHF | 84,377 CHF | 99.49% | 99.49% |
| 04/07/2024 | 1.11% | 1.11 CHF | 1.12 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 115,100 CHF | 116,387 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.03% | 1.20 CHF | 1.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 118,298 CHF | 119,523 CHF | 99.73% | 99.73% |
| 02/07/2024 | 0.99% | 1.24 CHF | 1.25 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 127,058 CHF | 128,326 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)