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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 05/06/2024 | 2.51% | 0.38 CHF | 0.39 CHF | 390,000 | 390,000 | 390,000 | 390,000 | 153,259 CHF | 157,159 CHF | 100.00% | 100.00% |
| 04/06/2024 | 2.55% | 0.40 CHF | 0.41 CHF | 360,000 | 360,000 | 360,000 | 360,000 | 139,517 CHF | 143,117 CHF | 99.99% | 99.99% |
| 03/06/2024 | 1.65% | 0.47 CHF | 0.48 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 187,753 CHF | 190,853 CHF | 99.99% | 99.99% |
| 31/05/2024 | 1.41% | 0.69 CHF | 0.70 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 219,019 CHF | 222,119 CHF | 99.71% | 99.71% |
| 30/05/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 290,000 | 290,000 | 290,000 | 290,000 | 228,540 CHF | 231,440 CHF | 99.79% | 99.79% |
| 29/05/2024 | 1.13% | 0.84 CHF | 0.85 CHF | 290,000 | 290,000 | 289,956 | 289,956 | 256,349 CHF | 259,249 CHF | 99.83% | 99.83% |
| 28/05/2024 | 1.26% | 0.83 CHF | 0.84 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 236,974 CHF | 239,974 CHF | 100.00% | 100.00% |
| 27/05/2024 | 1.35% | 0.75 CHF | 0.76 CHF | 310,000 | 310,000 | 309,979 | 309,979 | 227,447 CHF | 230,547 CHF | 99.03% | 99.03% |
| 24/05/2024 | 1.54% | 0.67 CHF | 0.68 CHF | 320,000 | 320,000 | 320,000 | 320,000 | 206,111 CHF | 209,311 CHF | 100.00% | 100.00% |
| 23/05/2024 | 1.38% | 0.68 CHF | 0.69 CHF | 320,000 | 320,000 | 320,000 | 320,000 | 230,366 CHF | 233,566 CHF | 99.99% | 99.99% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)