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 | 0.94% | 1.08 CHF | 1.09 CHF | 220,000 | 220,000 | 98,408 | 98,408 | 106,894 CHF | 107,881 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.01% | 1.02 CHF | 1.03 CHF | 220,000 | 220,000 | 91,493 | 91,493 | 91,939 CHF | 92,855 CHF | 99.90% | 99.90% |
| 11/07/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 220,000 | 220,000 | 98,410 | 98,410 | 109,265 CHF | 110,251 CHF | 99.98% | 99.98% |
| 10/07/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 220,000 | 220,000 | 98,456 | 98,456 | 118,113 CHF | 119,099 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.80% | 1.21 CHF | 1.22 CHF | 220,000 | 220,000 | 98,414 | 98,414 | 124,261 CHF | 125,247 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.79% | 1.31 CHF | 1.32 CHF | 220,000 | 220,000 | 98,421 | 98,421 | 127,804 CHF | 128,790 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.82% | 1.27 CHF | 1.28 CHF | 220,000 | 220,000 | 97,958 | 97,958 | 123,384 CHF | 124,366 CHF | 99.63% | 99.63% |
| 04/07/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 88,000 | 88,000 | 70,462 | 70,462 | 86,555 CHF | 87,260 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.80% | 1.22 CHF | 1.23 CHF | 220,000 | 220,000 | 98,413 | 98,413 | 123,674 CHF | 124,660 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 220,000 | 220,000 | 98,594 | 98,594 | 133,717 CHF | 134,705 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)