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 | 1.23% | 1.44 CHF | 1.45 CHF | 75,000 | 75,000 | 48,087 | 36,024 | 71,900 CHF | 54,145 CHF | 91.20% | 91.20% |
| 12/07/2024 | 1.41% | 1.42 CHF | 1.43 CHF | 75,000 | 75,000 | 48,867 | 37,060 | 65,400 CHF | 50,736 CHF | 81.28% | 81.28% |
| 11/07/2024 | 1.33% | 1.34 CHF | 1.35 CHF | 75,000 | 75,000 | 48,070 | 36,220 | 64,713 CHF | 49,094 CHF | 87.51% | 87.51% |
| 10/07/2024 | 1.38% | 1.35 CHF | 1.36 CHF | 75,000 | 75,000 | 49,658 | 38,110 | 65,749 CHF | 50,845 CHF | 76.53% | 76.53% |
| 09/07/2024 | 1.29% | 1.42 CHF | 1.43 CHF | 75,000 | 75,000 | 47,626 | 35,526 | 67,834 CHF | 51,371 CHF | 95.82% | 95.82% |
| 08/07/2024 | 1.59% | 1.39 CHF | 1.40 CHF | 75,000 | 75,000 | 55,171 | 34,851 | 66,864 CHF | 44,016 CHF | 93.36% | 93.36% |
| 05/07/2024 | 1.64% | 1.08 CHF | 1.09 CHF | 75,000 | 75,000 | 55,434 | 35,338 | 62,932 CHF | 40,674 CHF | 98.17% | 98.17% |
| 04/07/2024 | 1.66% | 1.14 CHF | 1.15 CHF | 75,000 | 75,000 | 54,902 | 34,326 | 61,883 CHF | 39,290 CHF | 83.28% | 83.28% |
| 03/07/2024 | 1.68% | 1.11 CHF | 1.12 CHF | 75,000 | 75,000 | 55,508 | 35,486 | 60,798 CHF | 39,263 CHF | 97.07% | 97.07% |
| 02/07/2024 | 1.93% | 1.13 CHF | 1.14 CHF | 75,000 | 75,000 | 63,372 | 35,684 | 62,079 CHF | 36,494 CHF | 94.61% | 94.61% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)