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 | 1.64% | 1.46 CHF | 1.47 CHF | 120,000 | 120,000 | 54,048 | 54,048 | 77,852 CHF | 78,828 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.22% | 1.44 CHF | 1.45 CHF | 120,000 | 120,000 | 54,679 | 54,679 | 80,413 CHF | 81,243 CHF | 100.00% | 100.00% |
| 11/07/2024 | 1.18% | 1.51 CHF | 1.52 CHF | 122,000 | 122,000 | 55,192 | 55,192 | 83,744 CHF | 84,581 CHF | 99.82% | 99.82% |
| 10/07/2024 | 1.19% | 1.53 CHF | 1.54 CHF | 122,000 | 122,000 | 54,892 | 54,892 | 82,955 CHF | 83,788 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.62% | 1.47 CHF | 1.48 CHF | 120,000 | 120,000 | 53,757 | 53,757 | 77,563 CHF | 78,536 CHF | 99.77% | 99.77% |
| 08/07/2024 | 1.70% | 1.40 CHF | 1.41 CHF | 118,000 | 118,000 | 53,241 | 53,241 | 72,968 CHF | 73,936 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.71% | 1.38 CHF | 1.39 CHF | 118,000 | 118,000 | 52,332 | 52,332 | 71,672 CHF | 72,619 CHF | 99.80% | 99.80% |
| 04/07/2024 | 1.85% | 1.36 CHF | 1.38 CHF | 47,000 | 47,000 | 37,435 | 37,435 | 50,755 CHF | 51,658 CHF | 99.98% | 99.98% |
| 03/07/2024 | 1.73% | 1.36 CHF | 1.37 CHF | 116,000 | 116,000 | 52,038 | 52,038 | 69,839 CHF | 70,782 CHF | 99.98% | 99.98% |
| 02/07/2024 | 1.74% | 1.35 CHF | 1.36 CHF | 116,000 | 116,000 | 51,751 | 51,751 | 69,367 CHF | 70,305 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)