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 | 1.03% | 0.98 CHF | 0.99 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 434,477 CHF | 146,326 CHF | 92.96% | 92.96% |
| 12/07/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 454,227 CHF | 152,909 CHF | 94.45% | 94.45% |
| 11/07/2024 | 0.96% | 1.01 CHF | 1.02 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 466,895 CHF | 157,132 CHF | 94.49% | 94.49% |
| 10/07/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 464,394 CHF | 156,298 CHF | 95.90% | 95.90% |
| 09/07/2024 | 0.96% | 1.03 CHF | 1.04 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 468,537 CHF | 157,679 CHF | 96.26% | 96.26% |
| 08/07/2024 | 0.89% | 1.08 CHF | 1.09 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 501,753 CHF | 168,751 CHF | 95.66% | 95.66% |
| 05/07/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 481,958 CHF | 162,153 CHF | 95.20% | 95.20% |
| 04/07/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 482,015 CHF | 162,172 CHF | 93.40% | 93.40% |
| 03/07/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 481,236 CHF | 161,912 CHF | 94.64% | 94.64% |
| 02/07/2024 | 0.94% | 1.03 CHF | 1.04 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 477,403 CHF | 160,634 CHF | 97.82% | 97.82% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)