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 | 1.45% | 0.68 CHF | 0.69 CHF | 80,000 | 75,000 | 77,266 | 74,960 | 54,865 CHF | 54,032 CHF | 98.73% | 98.73% |
| 12/07/2024 | 1.43% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 79,444 | 75,000 | 55,188 CHF | 52,865 CHF | 99.38% | 99.38% |
| 11/07/2024 | 1.46% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 54,250 CHF | 51,610 CHF | 99.15% | 99.15% |
| 10/07/2024 | 1.49% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,250 CHF | 50,672 CHF | 99.38% | 99.38% |
| 09/07/2024 | 1.55% | 0.62 CHF | 0.63 CHF | 90,000 | 75,000 | 81,496 | 75,000 | 52,202 CHF | 48,820 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 52,795 CHF | 50,245 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 54,304 CHF | 51,693 CHF | 99.62% | 99.62% |
| 04/07/2024 | 1.47% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,980 CHF | 51,356 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 80,000 | 75,000 | 80,330 | 75,000 | 52,582 CHF | 49,855 CHF | 99.72% | 99.72% |
| 02/07/2024 | 1.71% | 0.59 CHF | 0.60 CHF | 90,000 | 75,000 | 90,032 | 75,000 | 52,132 CHF | 44,179 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)