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 | 4.33% | 0.23 CHF | 0.24 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 39,542 CHF | 41,292 CHF | 100.00% | 100.00% |
| 24/09/2024 | 4.25% | 0.23 CHF | 0.24 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 28,758 CHF | 30,008 CHF | 100.00% | 100.00% |
| 23/09/2024 | 3.31% | 0.28 CHF | 0.29 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 37,107 CHF | 38,357 CHF | 100.00% | 100.00% |
| 20/09/2024 | 3.53% | 0.29 CHF | 0.30 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 41,803 CHF | 43,303 CHF | 98.85% | 98.92% |
| 19/09/2024 | 3.77% | 0.27 CHF | 0.28 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 32,579 CHF | 33,829 CHF | 100.00% | 100.00% |
| 18/09/2024 | 3.28% | 0.30 CHF | 0.31 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 37,493 CHF | 38,743 CHF | 100.00% | 100.00% |
| 12/09/2024 | 3.23% | 0.31 CHF | 0.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 30,472 CHF | 31,472 CHF | 100.00% | 100.00% |
| 11/09/2024 | 2.95% | 0.33 CHF | 0.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 33,407 CHF | 34,407 CHF | 99.84% | 99.84% |
| 10/09/2024 | 2.77% | 0.36 CHF | 0.37 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 35,606 CHF | 36,606 CHF | 100.00% | 100.00% |
| 09/09/2024 | 2.82% | 0.35 CHF | 0.36 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 34,977 CHF | 35,977 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)