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 | 1.59% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 281,568 CHF | 95,356 CHF | 97.95% | 97.95% |
| 12/07/2024 | 1.75% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 254,584 CHF | 86,361 CHF | 99.08% | 99.08% |
| 11/07/2024 | 1.98% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 225,640 CHF | 76,714 CHF | 95.40% | 95.40% |
| 10/07/2024 | 2.04% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 218,644 CHF | 74,381 CHF | 88.20% | 88.20% |
| 09/07/2024 | 2.00% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 222,988 CHF | 75,829 CHF | 99.41% | 99.41% |
| 08/07/2024 | 2.00% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 222,302 CHF | 75,601 CHF | 95.56% | 95.56% |
| 05/07/2024 | 1.98% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 225,553 CHF | 76,684 CHF | 96.85% | 96.85% |
| 04/07/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 227,855 CHF | 77,452 CHF | 99.41% | 99.41% |
| 03/07/2024 | 1.92% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 232,548 CHF | 79,016 CHF | 97.27% | 97.27% |
| 02/07/2024 | 1.98% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 224,599 CHF | 76,366 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)