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 | 0.29% | 3.41 CHF | 3.42 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 259,027 CHF | 259,777 CHF | 88.56% | 88.56% |
| 15/05/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 75,000 | 75,000 | 74,461 | 74,461 | 254,566 CHF | 255,316 CHF | 92.57% | 92.57% |
| 14/05/2024 | 0.54% | 3.39 CHF | 3.41 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 125,836 CHF | 126,518 CHF | 99.99% | 99.99% |
| 13/05/2024 | 0.53% | 3.38 CHF | 3.40 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 127,775 CHF | 128,450 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.44% | 3.42 CHF | 3.44 CHF | 37,500 | 37,500 | 52,342 | 52,342 | 178,500 CHF | 179,215 CHF | 83.72% | 83.72% |
| 08/05/2024 | 0.30% | 3.30 CHF | 3.31 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 248,499 CHF | 249,249 CHF | 99.64% | 99.64% |
| 07/05/2024 | 0.31% | 3.28 CHF | 3.29 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 244,348 CHF | 245,098 CHF | 96.43% | 96.43% |
| 06/05/2024 | 0.31% | 3.26 CHF | 3.27 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 242,737 CHF | 243,487 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.31% | 3.21 CHF | 3.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 318,294 CHF | 319,294 CHF | 96.19% | 96.19% |
| 02/05/2024 | 0.32% | 3.16 CHF | 3.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 314,865 CHF | 315,865 CHF | 95.49% | 95.49% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)