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 | 1.63% | 3.16 CHF | 3.19 CHF | 200,000 | 200,000 | 76,078 | 76,078 | 244,944 CHF | 248,156 CHF | 95.45% | 95.45% |
| 12/07/2024 | 1.66% | 3.22 CHF | 3.25 CHF | 200,000 | 200,000 | 74,869 | 74,869 | 241,334 CHF | 244,518 CHF | 99.16% | 99.16% |
| 11/07/2024 | 1.79% | 3.21 CHF | 3.24 CHF | 200,000 | 200,000 | 75,240 | 75,240 | 228,487 CHF | 231,679 CHF | 97.65% | 97.65% |
| 10/07/2024 | 1.74% | 3.10 CHF | 3.13 CHF | 200,000 | 200,000 | 75,320 | 75,320 | 230,024 CHF | 233,218 CHF | 97.91% | 97.91% |
| 09/07/2024 | 1.82% | 3.02 CHF | 3.05 CHF | 200,000 | 200,000 | 74,496 | 74,496 | 220,046 CHF | 223,222 CHF | 99.38% | 99.38% |
| 08/07/2024 | 1.23% | 2.96 CHF | 2.98 CHF | 200,000 | 200,000 | 75,284 | 75,284 | 219,823 CHF | 221,952 CHF | 97.74% | 97.74% |
| 05/07/2024 | 1.73% | 2.94 CHF | 2.97 CHF | 200,000 | 200,000 | 76,155 | 76,155 | 229,040 CHF | 232,254 CHF | 95.36% | 95.36% |
| 04/07/2024 | 1.94% | 3.10 CHF | 3.16 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 122,739 CHF | 125,139 CHF | 87.44% | 87.44% |
| 03/07/2024 | 1.69% | 3.11 CHF | 3.14 CHF | 200,000 | 200,000 | 75,552 | 75,552 | 237,071 CHF | 240,271 CHF | 97.22% | 97.22% |
| 02/07/2024 | 1.64% | 3.21 CHF | 3.24 CHF | 200,000 | 200,000 | 74,982 | 74,982 | 242,242 CHF | 245,429 CHF | 98.69% | 98.69% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)