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 | 5.00% | 0.19 CHF | 0.20 CHF | 800,000 | 75,000 | 800,000 | 75,000 | 156,463 CHF | 15,418 CHF | 99.17% | 99.17% |
| 12/07/2024 | 4.76% | 0.20 CHF | 0.21 CHF | 800,000 | 75,000 | 800,000 | 75,000 | 164,114 CHF | 16,136 CHF | 99.17% | 99.17% |
| 11/07/2024 | 5.23% | 0.21 CHF | 0.22 CHF | 800,000 | 75,000 | 800,000 | 75,000 | 149,579 CHF | 14,773 CHF | 99.16% | 99.16% |
| 10/07/2024 | 5.63% | 0.17 CHF | 0.18 CHF | 800,000 | 75,000 | 800,000 | 75,000 | 138,187 CHF | 13,705 CHF | 99.17% | 99.17% |
| 09/07/2024 | 7.83% | 0.13 CHF | 0.14 CHF | 800,000 | 75,000 | 800,000 | 75,000 | 98,495 CHF | 9,984 CHF | 99.17% | 99.17% |
| 08/07/2024 | 8.35% | 0.11 CHF | 0.12 CHF | 800,000 | 75,000 | 800,000 | 75,000 | 91,979 CHF | 9,373 CHF | 99.16% | 99.16% |
| 05/07/2024 | 8.14% | 0.12 CHF | 0.13 CHF | 800,000 | 75,000 | 800,000 | 75,000 | 94,470 CHF | 9,607 CHF | 99.15% | 99.15% |
| 04/07/2024 | 8.63% | 0.11 CHF | 0.12 CHF | 800,000 | 75,000 | 800,000 | 75,000 | 88,743 CHF | 9,070 CHF | 99.17% | 99.17% |
| 03/07/2024 | 9.44% | 0.11 CHF | 0.12 CHF | 800,000 | 75,000 | 800,000 | 83,914 | 80,922 CHF | 9,303 CHF | 99.15% | 99.15% |
| 02/07/2024 | 10.53% | 0.10 CHF | 0.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 27,093 CHF | 10,031 CHF | 99.17% | 99.17% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)