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 | 0.81% | 9.55 CHF | 9.58 CHF | 150,000 | 150,000 | 123,034 | 123,034 | 1,124,580 CHF | 1,128,640 CHF | 99.99% | 99.99% |
| 12/07/2024 | 0.77% | 9.53 CHF | 9.56 CHF | 150,000 | 150,000 | 123,026 | 123,026 | 1,194,090 CHF | 1,198,150 CHF | 100.00% | 100.00% |
| 11/07/2024 | 0.83% | 9.31 CHF | 9.34 CHF | 150,000 | 150,000 | 122,999 | 122,999 | 1,136,610 CHF | 1,140,660 CHF | 100.00% | 100.00% |
| 10/07/2024 | 0.81% | 9.16 CHF | 9.19 CHF | 150,000 | 150,000 | 123,008 | 123,008 | 1,120,890 CHF | 1,124,940 CHF | 100.00% | 100.00% |
| 09/07/2024 | 0.88% | 8.75 CHF | 8.78 CHF | 150,000 | 150,000 | 122,892 | 122,892 | 1,040,440 CHF | 1,044,490 CHF | 100.00% | 100.00% |
| 08/07/2024 | 0.88% | 8.29 CHF | 8.32 CHF | 150,000 | 150,000 | 123,023 | 123,023 | 1,066,800 CHF | 1,070,860 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.07% | 8.41 CHF | 8.44 CHF | 150,000 | 150,000 | 122,081 | 122,081 | 1,018,650 CHF | 1,022,470 CHF | 100.00% | 100.00% |
| 04/07/2024 | 2.31% | 8.45 CHF | 8.60 CHF | 15,000 | 15,000 | 12,301 | 12,301 | 103,987 CHF | 105,870 CHF | 100.00% | 100.00% |
| 03/07/2024 | 0.90% | 8.77 CHF | 8.80 CHF | 150,000 | 150,000 | 123,040 | 123,040 | 1,084,600 CHF | 1,088,680 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.00% | 8.21 CHF | 8.24 CHF | 150,000 | 150,000 | 123,015 | 123,015 | 961,070 CHF | 965,141 CHF | 99.99% | 99.99% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)