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 | 1.09% | 0.93 CHF | 0.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 409,765 CHF | 138,088 CHF | 97.95% | 97.95% |
| 12/07/2024 | 1.17% | 0.88 CHF | 0.89 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 383,829 CHF | 129,443 CHF | 99.08% | 99.08% |
| 11/07/2024 | 1.26% | 0.82 CHF | 0.83 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 355,345 CHF | 119,948 CHF | 95.41% | 95.41% |
| 10/07/2024 | 1.29% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 347,059 CHF | 117,186 CHF | 88.20% | 88.20% |
| 09/07/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 351,605 CHF | 118,702 CHF | 99.42% | 99.42% |
| 08/07/2024 | 1.28% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 350,724 CHF | 118,408 CHF | 95.56% | 95.56% |
| 05/07/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 354,460 CHF | 119,653 CHF | 96.84% | 96.84% |
| 04/07/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 355,501 CHF | 120,000 CHF | 99.41% | 99.41% |
| 03/07/2024 | 1.23% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 362,220 CHF | 122,240 CHF | 97.27% | 97.27% |
| 02/07/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 354,637 CHF | 119,712 CHF | 94.60% | 94.60% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)