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 | 0.12% | 8.08 CHF | 8.09 CHF | 450,000 | 450,000 | 449,640 | 449,640 | 3,601,510 CHF | 3,606,010 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.13% | 7.90 CHF | 7.91 CHF | 450,000 | 450,000 | 449,131 | 449,131 | 3,474,930 CHF | 3,479,430 CHF | 99.76% | 99.76% |
| 14/05/2024 | 0.13% | 7.61 CHF | 7.62 CHF | 450,000 | 450,000 | 449,947 | 449,947 | 3,428,670 CHF | 3,433,170 CHF | 99.73% | 99.73% |
| 13/05/2024 | 0.13% | 7.71 CHF | 7.72 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 3,471,990 CHF | 3,476,490 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.13% | 7.64 CHF | 7.65 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 3,453,420 CHF | 3,457,920 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.14% | 7.19 CHF | 7.20 CHF | 450,000 | 450,000 | 449,909 | 449,909 | 3,208,810 CHF | 3,213,310 CHF | 99.67% | 99.67% |
| 07/05/2024 | 0.14% | 7.19 CHF | 7.20 CHF | 450,000 | 450,000 | 449,785 | 449,785 | 3,214,810 CHF | 3,219,310 CHF | 99.72% | 99.72% |
| 06/05/2024 | 0.14% | 6.99 CHF | 7.00 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 3,164,980 CHF | 3,169,480 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.15% | 6.83 CHF | 6.84 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 3,083,860 CHF | 3,088,360 CHF | 99.74% | 99.74% |
| 02/05/2024 | 0.16% | 6.51 CHF | 6.52 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 2,900,510 CHF | 2,905,010 CHF | 99.57% | 99.57% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)