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 | 3.74% | 0.57 CHF | 0.59 CHF | 90,000 | 75,000 | 72,546 | 62,202 | 40,804 CHF | 36,214 CHF | 98.73% | 98.73% |
| 12/07/2024 | 3.16% | 0.58 CHF | 0.60 CHF | 90,000 | 75,000 | 91,617 | 75,000 | 51,932 CHF | 43,909 CHF | 96.58% | 96.58% |
| 11/07/2024 | 3.04% | 0.56 CHF | 0.57 CHF | 90,000 | 75,000 | 99,562 | 75,000 | 52,128 CHF | 40,507 CHF | 99.15% | 99.15% |
| 10/07/2024 | 3.11% | 0.50 CHF | 0.51 CHF | 100,000 | 75,000 | 106,145 | 75,000 | 52,399 CHF | 38,212 CHF | 100.00% | 100.00% |
| 09/07/2024 | 3.24% | 0.48 CHF | 0.50 CHF | 110,000 | 75,000 | 106,383 | 75,000 | 52,463 CHF | 38,221 CHF | 100.00% | 100.00% |
| 08/07/2024 | 3.16% | 0.49 CHF | 0.51 CHF | 110,000 | 75,000 | 100,904 | 75,000 | 50,621 CHF | 38,842 CHF | 100.00% | 100.00% |
| 05/07/2024 | 3.16% | 0.50 CHF | 0.51 CHF | 100,000 | 75,000 | 100,000 | 75,000 | 50,826 CHF | 39,343 CHF | 99.62% | 99.62% |
| 04/07/2024 | 3.10% | 0.51 CHF | 0.53 CHF | 100,000 | 75,000 | 100,000 | 75,000 | 51,820 CHF | 40,087 CHF | 100.00% | 100.00% |
| 03/07/2024 | 3.31% | 0.51 CHF | 0.53 CHF | 100,000 | 75,000 | 100,259 | 75,000 | 50,987 CHF | 39,430 CHF | 99.73% | 99.73% |
| 02/07/2024 | 2.92% | 0.51 CHF | 0.53 CHF | 100,000 | 75,000 | 105,295 | 75,000 | 52,056 CHF | 38,248 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)