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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 29/05/2024 | 1.27% | 1.51 CHF | 1.53 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 12,587 CHF | 12,747 CHF | 99.99% | 99.99% |
| 28/05/2024 | 1.56% | 1.79 CHF | 1.82 CHF | 7,200 | 7,200 | 7,208 | 7,208 | 13,801 CHF | 14,017 CHF | 100.00% | 100.00% |
| 27/05/2024 | 1.44% | 2.03 CHF | 2.06 CHF | 7,000 | 7,000 | 6,933 | 6,933 | 14,590 CHF | 14,800 CHF | 97.15% | 97.15% |
| 24/05/2024 | 1.40% | 2.12 CHF | 2.15 CHF | 6,500 | 6,500 | 6,500 | 6,500 | 13,884 CHF | 14,079 CHF | 99.99% | 99.99% |
| 23/05/2024 | 1.31% | 2.31 CHF | 2.34 CHF | 6,800 | 6,800 | 6,798 | 6,798 | 15,510 CHF | 15,714 CHF | 100.00% | 100.00% |
| 22/05/2024 | 1.44% | 2.13 CHF | 2.16 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 14,504 CHF | 14,714 CHF | 100.00% | 100.00% |
| 21/05/2024 | 1.38% | 2.12 CHF | 2.15 CHF | 6,300 | 6,300 | 6,300 | 6,300 | 13,611 CHF | 13,800 CHF | 95.59% | 95.59% |
| 17/05/2024 | 1.31% | 2.31 CHF | 2.34 CHF | 6,000 | 6,000 | 5,995 | 5,995 | 13,647 CHF | 13,827 CHF | 100.00% | 100.00% |
| 16/05/2024 | 1.24% | 2.44 CHF | 2.47 CHF | 5,900 | 5,900 | 6,020 | 6,020 | 14,466 CHF | 14,646 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.33% | 2.33 CHF | 2.36 CHF | 7,100 | 7,100 | 7,082 | 7,082 | 15,994 CHF | 16,207 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)