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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/07/2024 | 1.71% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 99,408 | 99,408 | 57,600 CHF | 58,594 CHF | 98.98% | 98.98% |
| 24/07/2024 | 1.29% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,653 CHF | 58,403 CHF | 99.04% | 99.04% |
| 23/07/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 54,315 CHF | 55,065 CHF | 98.97% | 98.97% |
| 22/07/2024 | 1.40% | 0.67 CHF | 0.68 CHF | 75,000 | 75,000 | 75,524 | 75,524 | 53,745 CHF | 54,500 CHF | 99.07% | 99.07% |
| 19/07/2024 | 1.29% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 74,480 | 74,480 | 57,266 CHF | 58,010 CHF | 98.61% | 98.61% |
| 18/07/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,791 CHF | 52,291 CHF | 96.73% | 96.73% |
| 17/07/2024 | 0.92% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 50,563 | 50,563 | 54,480 CHF | 54,985 CHF | 98.78% | 98.78% |
| 16/07/2024 | 1.08% | 1.00 CHF | 1.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 69,405 CHF | 70,155 CHF | 99.04% | 99.04% |
| 15/07/2024 | 1.24% | 0.88 CHF | 0.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,003 CHF | 60,753 CHF | 98.95% | 98.95% |
| 12/07/2024 | 1.30% | 0.80 CHF | 0.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,348 CHF | 58,098 CHF | 98.91% | 98.91% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)