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 | 0.32% | 3.16 CHF | 3.17 CHF | 1,000,000 | 1,000,000 | 999,135 | 999,134 | 3,134,600 CHF | 3,144,590 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.32% | 3.15 CHF | 3.16 CHF | 1,000,000 | 1,000,000 | 998,071 | 998,071 | 3,165,330 CHF | 3,175,330 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.31% | 3.20 CHF | 3.21 CHF | 1,000,000 | 1,000,000 | 999,963 | 999,963 | 3,208,880 CHF | 3,218,880 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.31% | 3.20 CHF | 3.21 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,185,220 CHF | 3,195,220 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.31% | 3.19 CHF | 3.20 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,181,410 CHF | 3,191,410 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.31% | 3.18 CHF | 3.19 CHF | 1,000,000 | 1,000,000 | 999,792 | 999,792 | 3,175,060 CHF | 3,185,060 CHF | 99.63% | 99.63% |
| 07/05/2024 | 0.32% | 3.13 CHF | 3.14 CHF | 1,000,000 | 1,000,000 | 999,551 | 999,551 | 3,129,620 CHF | 3,139,620 CHF | 99.81% | 99.81% |
| 06/05/2024 | 0.32% | 3.11 CHF | 3.12 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,097,790 CHF | 3,107,790 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.33% | 3.06 CHF | 3.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,070,820 CHF | 3,080,820 CHF | 99.97% | 99.97% |
| 02/05/2024 | 0.32% | 3.13 CHF | 3.14 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,167,200 CHF | 3,177,200 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)