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 | 2.53% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 143,358 | 143,356 | 55,876 CHF | 57,308 CHF | 100.00% | 100.00% |
| 12/07/2024 | 2.25% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 54,951 CHF | 56,201 CHF | 98.43% | 98.43% |
| 11/07/2024 | 2.35% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 125,122 | 125,122 | 52,669 CHF | 53,920 CHF | 99.67% | 99.67% |
| 10/07/2024 | 2.45% | 0.40 CHF | 0.41 CHF | 150,000 | 150,000 | 126,762 | 126,762 | 51,090 CHF | 52,358 CHF | 99.79% | 99.79% |
| 09/07/2024 | 2.29% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 53,918 CHF | 55,168 CHF | 100.00% | 100.00% |
| 08/07/2024 | 2.30% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 53,683 CHF | 54,933 CHF | 98.97% | 98.97% |
| 05/07/2024 | 2.36% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 52,454 CHF | 53,704 CHF | 100.00% | 100.00% |
| 04/07/2024 | 2.34% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 52,758 CHF | 54,008 CHF | 98.16% | 98.16% |
| 03/07/2024 | 2.18% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 124,873 | 124,872 | 56,817 CHF | 58,065 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.86% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,234 CHF | 54,234 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)