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 | 0.20% | 4.84 CHF | 4.85 CHF | 750,000 | 750,000 | 750,000 | 749,999 | 3,702,950 CHF | 3,710,440 CHF | 99.09% | 99.09% |
| 12/07/2024 | 0.21% | 5.16 CHF | 5.17 CHF | 750,000 | 750,000 | 749,999 | 750,000 | 3,626,860 CHF | 3,634,360 CHF | 95.38% | 95.38% |
| 11/07/2024 | 0.24% | 4.73 CHF | 4.74 CHF | 750,000 | 750,000 | 736,060 | 736,061 | 3,355,470 CHF | 3,362,920 CHF | 99.64% | 99.64% |
| 10/07/2024 | 0.23% | 4.44 CHF | 4.45 CHF | 750,000 | 750,000 | 749,998 | 750,000 | 3,228,650 CHF | 3,236,160 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.23% | 4.09 CHF | 4.10 CHF | 750,000 | 750,000 | 750,000 | 749,996 | 3,265,930 CHF | 3,273,410 CHF | 99.99% | 99.99% |
| 08/07/2024 | 0.21% | 4.59 CHF | 4.60 CHF | 750,000 | 750,000 | 749,997 | 749,989 | 3,529,190 CHF | 3,536,650 CHF | 100.00% | 100.00% |
| 05/07/2024 | 0.21% | 4.60 CHF | 4.61 CHF | 750,000 | 750,000 | 749,998 | 749,997 | 3,602,670 CHF | 3,610,160 CHF | 99.81% | 99.81% |
| 04/07/2024 | 0.22% | 4.59 CHF | 4.60 CHF | 750,000 | 750,000 | 750,000 | 750,000 | 3,410,410 CHF | 3,417,910 CHF | 99.93% | 99.93% |
| 03/07/2024 | 0.23% | 4.45 CHF | 4.46 CHF | 750,000 | 750,000 | 750,000 | 750,000 | 3,246,230 CHF | 3,253,730 CHF | 99.98% | 99.98% |
| 02/07/2024 | 0.25% | 4.01 CHF | 4.02 CHF | 750,000 | 750,000 | 750,000 | 750,000 | 2,949,920 CHF | 2,957,420 CHF | 99.99% | 99.99% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)