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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/09/2024 | 0.47% | 6.63 CHF | 6.66 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 64,284 CHF | 64,586 CHF | 99.51% | 99.51% |
| 24/09/2024 | 0.52% | 6.00 CHF | 6.03 CHF | 20,000 | 20,000 | 18,527 | 18,527 | 111,433 CHF | 111,986 CHF | 99.99% | 99.99% |
| 23/09/2024 | 0.48% | 5.79 CHF | 5.82 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 116,581 CHF | 117,148 CHF | 100.00% | 100.00% |
| 20/09/2024 | 0.51% | 5.61 CHF | 5.64 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 58,532 CHF | 58,833 CHF | 89.67% | 89.67% |
| 19/09/2024 | 0.45% | 5.96 CHF | 5.99 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 119,164 CHF | 119,706 CHF | 99.34% | 99.34% |
| 18/09/2024 | 0.52% | 5.43 CHF | 5.45 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 108,233 CHF | 108,798 CHF | 80.91% | 80.91% |
| 12/09/2024 | 0.46% | 5.16 CHF | 5.18 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 102,006 CHF | 102,476 CHF | 98.36% | 98.36% |
| 11/09/2024 | 0.49% | 4.70 CHF | 4.73 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 95,042 CHF | 95,508 CHF | 98.83% | 98.83% |
| 10/09/2024 | 0.73% | 4.69 CHF | 4.72 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 94,488 CHF | 95,177 CHF | 100.00% | 100.00% |
| 09/09/2024 | 0.68% | 4.65 CHF | 4.68 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 93,575 CHF | 94,216 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)