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 | 2.87% | 0.34 CHF | 0.35 CHF | 150,000 | 75,000 | 150,515 | 75,000 | 51,664 CHF | 26,497 CHF | 99.72% | 99.72% |
| 12/07/2024 | 2.94% | 0.34 CHF | 0.35 CHF | 150,000 | 75,000 | 154,710 | 75,000 | 51,841 CHF | 25,894 CHF | 99.01% | 99.01% |
| 11/07/2024 | 3.10% | 0.33 CHF | 0.34 CHF | 160,000 | 75,000 | 162,132 | 75,000 | 51,514 CHF | 24,593 CHF | 99.09% | 99.09% |
| 10/07/2024 | 3.35% | 0.31 CHF | 0.32 CHF | 170,000 | 75,000 | 176,094 | 75,000 | 51,753 CHF | 22,802 CHF | 100.00% | 100.00% |
| 09/07/2024 | 3.58% | 0.28 CHF | 0.29 CHF | 180,000 | 75,000 | 185,782 | 75,000 | 50,902 CHF | 21,316 CHF | 100.00% | 100.00% |
| 08/07/2024 | 3.88% | 0.26 CHF | 0.27 CHF | 200,000 | 75,000 | 200,000 | 75,000 | 50,578 CHF | 19,717 CHF | 100.00% | 100.00% |
| 05/07/2024 | 3.90% | 0.25 CHF | 0.26 CHF | 200,000 | 75,000 | 200,000 | 75,000 | 50,232 CHF | 19,587 CHF | 98.98% | 98.98% |
| 04/07/2024 | 3.94% | 0.25 CHF | 0.26 CHF | 200,000 | 75,000 | 200,743 | 75,000 | 49,923 CHF | 19,404 CHF | 92.53% | 92.53% |
| 03/07/2024 | 3.96% | 0.25 CHF | 0.26 CHF | 205,560 | 75,000 | 201,757 | 75,000 | 49,906 CHF | 19,306 CHF | 68.10% | 68.10% |
| 02/07/2024 | 3.99% | 0.25 CHF | 0.26 CHF | 206,113 | 75,000 | 202,735 | 75,000 | 49,752 CHF | 19,161 CHF | 72.14% | 72.14% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)