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 | 1.37% | 0.69 CHF | 0.70 CHF | 130,000 | 130,000 | 126,214 | 126,214 | 91,298 CHF | 92,560 CHF | 99.99% | 99.99% |
| 12/07/2024 | 1.36% | 0.71 CHF | 0.72 CHF | 130,000 | 130,000 | 126,600 | 126,600 | 92,770 CHF | 94,036 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.34% | 0.77 CHF | 0.78 CHF | 125,000 | 125,000 | 125,661 | 125,661 | 93,137 CHF | 94,394 CHF | 100.00% | 100.00% |
| 10/07/2024 | 1.39% | 0.71 CHF | 0.72 CHF | 130,000 | 130,000 | 127,100 | 127,100 | 90,899 CHF | 92,170 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.35% | 0.72 CHF | 0.73 CHF | 125,000 | 125,000 | 124,833 | 124,833 | 92,338 CHF | 93,588 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.31% | 0.73 CHF | 0.74 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 94,698 CHF | 95,948 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 96,128 CHF | 97,378 CHF | 99.81% | 99.81% |
| 04/07/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 125,000 | 125,000 | 125,634 | 125,634 | 91,197 CHF | 92,453 CHF | 99.49% | 99.49% |
| 03/07/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 87,476 CHF | 88,776 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.61% | 0.65 CHF | 0.66 CHF | 130,000 | 130,000 | 133,808 | 133,808 | 82,546 CHF | 83,884 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)