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 | 1.03% | 1.77 CHF | 1.78 CHF | 124,000 | 124,000 | 55,332 | 55,332 | 96,828 CHF | 97,665 CHF | 100.00% | 100.00% |
| 12/07/2024 | 1.05% | 1.70 CHF | 1.71 CHF | 120,000 | 120,000 | 54,565 | 54,565 | 93,655 CHF | 94,480 CHF | 99.99% | 99.99% |
| 11/07/2024 | 1.02% | 1.72 CHF | 1.73 CHF | 122,000 | 122,000 | 55,051 | 55,051 | 96,332 CHF | 97,167 CHF | 99.82% | 99.82% |
| 10/07/2024 | 1.01% | 1.80 CHF | 1.81 CHF | 124,000 | 124,000 | 55,241 | 55,241 | 98,318 CHF | 99,155 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.03% | 1.72 CHF | 1.73 CHF | 120,000 | 120,000 | 54,664 | 54,664 | 94,410 CHF | 95,240 CHF | 99.73% | 99.73% |
| 08/07/2024 | 1.42% | 1.73 CHF | 1.74 CHF | 122,000 | 122,000 | 53,735 | 53,735 | 89,092 CHF | 90,065 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.42% | 1.64 CHF | 1.65 CHF | 118,000 | 118,000 | 53,097 | 53,097 | 86,962 CHF | 87,930 CHF | 99.70% | 99.70% |
| 04/07/2024 | 1.53% | 1.63 CHF | 1.65 CHF | 48,000 | 48,000 | 38,293 | 38,293 | 62,844 CHF | 63,769 CHF | 99.81% | 99.81% |
| 03/07/2024 | 1.43% | 1.66 CHF | 1.67 CHF | 118,000 | 118,000 | 52,483 | 52,483 | 85,728 CHF | 86,675 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.45% | 1.62 CHF | 1.63 CHF | 116,000 | 116,000 | 52,128 | 52,128 | 84,098 CHF | 85,042 CHF | 100.00% | 100.00% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)