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 | 1.33% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 335,393 CHF | 113,298 CHF | 93.47% | 93.47% |
| 12/07/2024 | 1.34% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 334,554 CHF | 113,018 CHF | 93.14% | 93.14% |
| 11/07/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 320,107 CHF | 108,202 CHF | 94.55% | 94.55% |
| 10/07/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 328,458 CHF | 110,986 CHF | 96.18% | 96.18% |
| 09/07/2024 | 1.29% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 347,377 CHF | 117,292 CHF | 91.42% | 91.42% |
| 08/07/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 346,448 CHF | 116,983 CHF | 95.76% | 95.76% |
| 05/07/2024 | 1.27% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 352,216 CHF | 118,905 CHF | 92.56% | 92.56% |
| 04/07/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 348,214 CHF | 117,571 CHF | 90.48% | 90.48% |
| 03/07/2024 | 1.29% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 346,207 CHF | 116,902 CHF | 96.99% | 96.99% |
| 02/07/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 360,666 CHF | 121,722 CHF | 94.77% | 94.77% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)