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 | 0.75% | 97.93 % | 98.66 % | 204,000 | 202,000 | 203,501 | 202,052 | 199,506 CHF | 199,568 CHF | 100.00% | 100.00% |
| 12/07/2024 | 0.75% | 98.60 % | 99.35 % | 202,000 | 201,000 | 203,121 | 201,660 | 199,488 CHF | 199,538 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.75% | 98.20 % | 98.93 % | 203,000 | 202,000 | 202,742 | 201,327 | 199,472 CHF | 199,574 CHF | 99.98% | 99.98% |
| 10/07/2024 | 0.75% | 98.50 % | 99.25 % | 203,000 | 201,000 | 203,238 | 201,690 | 199,508 CHF | 199,474 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.75% | 98.20 % | 98.93 % | 203,000 | 202,000 | 202,264 | 200,815 | 199,454 CHF | 199,523 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.75% | 98.72 % | 99.47 % | 202,000 | 201,000 | 201,339 | 199,820 | 199,519 CHF | 199,513 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.75% | 99.25 % | 100.00 % | 201,000 | 200,000 | 201,090 | 199,717 | 199,493 CHF | 199,629 CHF | 99.98% | 99.98% |
| 04/07/2024 | 0.76% | 99.01 % | 99.76 % | 201,000 | 200,000 | 201,940 | 200,241 | 199,569 CHF | 199,392 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.75% | 98.28 % | 99.02 % | 203,000 | 201,000 | 203,327 | 201,760 | 199,539 CHF | 199,487 CHF | 99.97% | 99.97% |
| 02/07/2024 | 0.75% | 96.47 % | 97.20 % | 207,000 | 205,000 | 207,931 | 206,268 | 199,585 CHF | 199,483 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)