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 | 0.88% | 1.72 CHF | 1.73 CHF | 75,000 | 75,000 | 54,516 | 54,516 | 95,125 CHF | 95,875 CHF | 99.72% | 99.72% |
| 12/07/2024 | 1.10% | 1.74 CHF | 1.76 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 62,612 CHF | 63,304 CHF | 99.01% | 99.01% |
| 11/07/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 121,949 CHF | 122,699 CHF | 99.07% | 99.07% |
| 10/07/2024 | 0.64% | 1.59 CHF | 1.60 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 117,729 CHF | 118,479 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 116,318 CHF | 117,068 CHF | 99.62% | 99.62% |
| 08/07/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 115,363 CHF | 116,113 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.64% | 1.58 CHF | 1.59 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 117,667 CHF | 118,417 CHF | 98.86% | 98.86% |
| 04/07/2024 | 0.67% | 1.52 CHF | 1.53 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 112,382 CHF | 113,132 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.73% | 1.43 CHF | 1.44 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 103,054 CHF | 103,804 CHF | 99.82% | 99.82% |
| 02/07/2024 | 0.78% | 1.36 CHF | 1.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 96,505 CHF | 97,255 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)