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 | 0.19% | 5.26 CHF | 5.27 CHF | 122,000 | 122,000 | 53,640 | 53,640 | 281,560 CHF | 282,098 CHF | 99.97% | 99.97% |
| 12/07/2024 | 0.20% | 5.39 CHF | 5.40 CHF | 120,000 | 120,000 | 53,621 | 53,621 | 280,470 CHF | 281,007 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.19% | 5.22 CHF | 5.23 CHF | 122,000 | 122,000 | 53,141 | 53,141 | 280,322 CHF | 280,856 CHF | 99.97% | 99.97% |
| 10/07/2024 | 0.20% | 5.26 CHF | 5.27 CHF | 122,000 | 122,000 | 54,204 | 54,204 | 280,006 CHF | 280,549 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.20% | 5.00 CHF | 5.01 CHF | 126,000 | 126,000 | 54,668 | 54,668 | 276,378 CHF | 276,926 CHF | 99.74% | 99.74% |
| 08/07/2024 | 0.21% | 4.88 CHF | 4.89 CHF | 128,000 | 128,000 | 55,869 | 55,869 | 272,642 CHF | 273,202 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.22% | 4.75 CHF | 4.76 CHF | 130,000 | 130,000 | 58,312 | 58,312 | 266,065 CHF | 266,650 CHF | 99.37% | 99.37% |
| 04/07/2024 | 0.22% | 4.41 CHF | 4.42 CHF | 48,000 | 48,000 | 40,637 | 40,637 | 180,744 CHF | 181,150 CHF | 97.59% | 97.59% |
| 03/07/2024 | 0.23% | 4.44 CHF | 4.45 CHF | 136,000 | 136,000 | 59,395 | 59,395 | 263,643 CHF | 264,237 CHF | 99.10% | 99.10% |
| 02/07/2024 | 0.25% | 4.21 CHF | 4.22 CHF | 140,000 | 140,000 | 61,235 | 61,235 | 254,642 CHF | 255,255 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)