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 | 1.58% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 99,471 | 99,471 | 62,286 CHF | 63,281 CHF | 99.05% | 99.05% |
| 12/07/2024 | 1.60% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 98,946 | 98,946 | 61,369 CHF | 62,359 CHF | 98.83% | 98.83% |
| 11/07/2024 | 1.35% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 78,065 | 78,065 | 57,137 CHF | 57,918 CHF | 98.34% | 98.34% |
| 10/07/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 75,000 | 75,000 | 83,488 | 83,488 | 57,213 CHF | 58,048 CHF | 95.22% | 95.22% |
| 09/07/2024 | 1.25% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,582 CHF | 60,332 CHF | 98.69% | 98.69% |
| 08/07/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 62,504 CHF | 63,254 CHF | 86.53% | 86.53% |
| 05/07/2024 | 1.21% | 0.84 CHF | 0.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 61,735 CHF | 62,485 CHF | 99.18% | 99.18% |
| 04/07/2024 | 1.16% | 0.88 CHF | 0.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,585 CHF | 65,335 CHF | 86.33% | 86.33% |
| 03/07/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,140 CHF | 63,890 CHF | 98.46% | 98.46% |
| 02/07/2024 | 1.20% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 61,920 CHF | 62,670 CHF | 98.80% | 98.80% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)