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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 16/05/2024 | 2.44% | 0.21 CHF | 0.21 CHF | 3,000,000 | 3,000,000 | 2,998,220 | 2,998,220 | 608,044 CHF | 623,044 CHF | 100.00% | 100.00% |
| 15/05/2024 | 2.71% | 0.20 CHF | 0.20 CHF | 3,000,000 | 3,000,000 | 2,992,180 | 2,992,180 | 548,623 CHF | 563,623 CHF | 100.00% | 100.00% |
| 14/05/2024 | 2.87% | 0.18 CHF | 0.18 CHF | 3,000,000 | 3,000,000 | 2,999,730 | 2,999,730 | 515,422 CHF | 530,422 CHF | 100.00% | 100.00% |
| 13/05/2024 | 2.82% | 0.18 CHF | 0.18 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 525,372 CHF | 540,372 CHF | 100.00% | 100.00% |
| 10/05/2024 | 2.82% | 0.17 CHF | 0.18 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 524,061 CHF | 539,061 CHF | 100.00% | 100.00% |
| 08/05/2024 | 3.12% | 0.16 CHF | 0.17 CHF | 3,000,000 | 3,000,000 | 2,982,970 | 2,982,970 | 475,384 CHF | 490,384 CHF | 99.67% | 99.67% |
| 07/05/2024 | 3.07% | 0.17 CHF | 0.17 CHF | 3,000,000 | 3,000,000 | 2,998,940 | 2,998,940 | 481,085 CHF | 496,085 CHF | 99.69% | 99.69% |
| 06/05/2024 | 3.30% | 0.15 CHF | 0.16 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 447,672 CHF | 462,672 CHF | 100.00% | 100.00% |
| 03/05/2024 | 3.61% | 0.14 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 408,571 CHF | 423,571 CHF | 99.98% | 99.98% |
| 02/05/2024 | 3.94% | 0.13 CHF | 0.13 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 372,996 CHF | 387,996 CHF | 99.58% | 99.58% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)