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 | 3.11% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 237,229 CHF | 81,576 CHF | 94.06% | 94.06% |
| 12/07/2024 | 2.90% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 254,903 CHF | 87,468 CHF | 94.52% | 94.52% |
| 11/07/2024 | 3.05% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 737,497 | 245,832 | 238,544 CHF | 81,973 CHF | 94.49% | 94.49% |
| 10/07/2024 | 3.34% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 221,047 CHF | 76,182 CHF | 97.43% | 97.43% |
| 09/07/2024 | 3.38% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 218,119 CHF | 75,206 CHF | 97.58% | 97.58% |
| 08/07/2024 | 3.27% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 225,959 CHF | 77,820 CHF | 95.77% | 95.77% |
| 05/07/2024 | 3.19% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 231,649 CHF | 79,717 CHF | 94.76% | 94.76% |
| 04/07/2024 | 3.25% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 226,963 CHF | 78,154 CHF | 94.70% | 94.70% |
| 03/07/2024 | 3.38% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 218,144 CHF | 75,215 CHF | 97.22% | 97.22% |
| 02/07/2024 | 3.39% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 217,235 CHF | 74,912 CHF | 96.32% | 96.32% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)