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 | 0.60% | 1.68 CHF | 1.69 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 376,935 CHF | 126,395 CHF | 96.69% | 96.69% |
| 12/07/2024 | 0.60% | 1.69 CHF | 1.70 CHF | 225,000 | 75,000 | 230,640 | 76,880 | 381,385 CHF | 127,897 CHF | 98.81% | 98.81% |
| 11/07/2024 | 0.60% | 1.63 CHF | 1.64 CHF | 225,000 | 75,000 | 244,234 | 81,411 | 404,613 CHF | 135,685 CHF | 99.20% | 99.20% |
| 10/07/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 481,903 CHF | 161,634 CHF | 96.54% | 96.54% |
| 09/07/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 478,370 CHF | 160,457 CHF | 98.01% | 98.01% |
| 08/07/2024 | 0.65% | 1.57 CHF | 1.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 459,219 CHF | 154,073 CHF | 98.83% | 98.83% |
| 05/07/2024 | 0.70% | 1.38 CHF | 1.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 430,030 CHF | 144,343 CHF | 94.94% | 94.94% |
| 04/07/2024 | 0.69% | 1.46 CHF | 1.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 432,887 CHF | 145,296 CHF | 98.65% | 98.65% |
| 03/07/2024 | 0.70% | 1.40 CHF | 1.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 426,317 CHF | 143,106 CHF | 99.11% | 99.11% |
| 02/07/2024 | 0.69% | 1.48 CHF | 1.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 432,297 CHF | 145,099 CHF | 98.63% | 98.63% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)