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 | 1.57% | 0.65 CHF | 0.66 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 632,625 CHF | 642,625 CHF | 99.10% | 99.10% |
| 12/07/2024 | 1.52% | 0.63 CHF | 0.64 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 652,721 CHF | 662,721 CHF | 95.39% | 95.39% |
| 11/07/2024 | 1.62% | 0.66 CHF | 0.67 CHF | 1,000,000 | 1,000,000 | 981,893 | 981,893 | 660,864 CHF | 670,790 CHF | 99.12% | 99.12% |
| 10/07/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 679,532 CHF | 689,532 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.50% | 0.69 CHF | 0.70 CHF | 1,000,000 | 1,000,000 | 996,503 | 996,503 | 663,577 CHF | 673,577 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.55% | 0.65 CHF | 0.66 CHF | 1,000,000 | 1,000,000 | 998,285 | 998,285 | 642,892 CHF | 652,892 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.47% | 0.69 CHF | 0.70 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 675,819 CHF | 685,819 CHF | 99.82% | 99.82% |
| 04/07/2024 | 1.40% | 0.70 CHF | 0.71 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 707,229 CHF | 717,229 CHF | 99.93% | 99.93% |
| 03/07/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 732,457 CHF | 742,457 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.25% | 0.78 CHF | 0.79 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 797,497 CHF | 807,497 CHF | 98.89% | 98.89% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)