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 | 1.66% | 0.59 CHF | 0.60 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 448,550 CHF | 152,017 CHF | 99.14% | 99.14% |
| 12/07/2024 | 1.73% | 0.63 CHF | 0.64 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 429,868 CHF | 145,789 CHF | 99.16% | 99.16% |
| 11/07/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 433,474 CHF | 146,991 CHF | 98.90% | 98.90% |
| 10/07/2024 | 1.75% | 0.57 CHF | 0.58 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 423,729 CHF | 143,743 CHF | 98.91% | 98.91% |
| 09/07/2024 | 1.74% | 0.54 CHF | 0.55 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 427,864 CHF | 145,121 CHF | 98.84% | 98.84% |
| 08/07/2024 | 1.63% | 0.59 CHF | 0.60 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 457,448 CHF | 154,983 CHF | 98.89% | 98.89% |
| 05/07/2024 | 1.63% | 0.61 CHF | 0.62 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 456,312 CHF | 154,604 CHF | 99.03% | 99.03% |
| 04/07/2024 | 1.82% | 0.56 CHF | 0.57 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 409,444 CHF | 138,981 CHF | 98.89% | 98.89% |
| 03/07/2024 | 1.86% | 0.53 CHF | 0.54 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 399,440 CHF | 135,647 CHF | 98.92% | 98.92% |
| 02/07/2024 | 1.98% | 0.50 CHF | 0.51 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 375,005 CHF | 127,502 CHF | 98.62% | 98.62% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)