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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 15/05/2024 | 2.28% | 0.63 CHF | 0.64 CHF | 80,000 | 75,000 | 87,268 | 74,230 | 52,736 CHF | 45,951 CHF | 98.15% | 98.15% |
| 14/05/2024 | 2.72% | 0.55 CHF | 0.57 CHF | 100,000 | 75,000 | 103,356 | 75,000 | 51,664 CHF | 38,560 CHF | 99.99% | 99.99% |
| 13/05/2024 | 2.41% | 0.50 CHF | 0.51 CHF | 100,000 | 75,000 | 100,382 | 75,000 | 52,030 CHF | 39,830 CHF | 99.36% | 99.36% |
| 10/05/2024 | 3.31% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 131,984 | 75,000 | 52,054 CHF | 30,907 CHF | 100.00% | 100.00% |
| 08/05/2024 | 3.56% | 0.34 CHF | 0.36 CHF | 150,000 | 75,000 | 143,051 | 75,000 | 51,664 CHF | 28,137 CHF | 97.77% | 97.77% |
| 07/05/2024 | 3.87% | 0.50 CHF | 0.52 CHF | 100,000 | 75,000 | 43,903 | 41,104 | 23,609 CHF | 23,070 CHF | 92.03% | 92.03% |
| 06/05/2024 | 7.36% | 0.18 CHF | 0.19 CHF | 280,000 | 75,000 | 232,083 | 75,000 | 37,791 CHF | 13,103 CHF | 98.68% | 98.68% |
| 03/05/2024 | 8.42% | 0.14 CHF | 0.15 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 29,972 CHF | 10,869 CHF | 97.99% | 97.99% |
| 02/05/2024 | 9.39% | 0.12 CHF | 0.13 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 27,830 CHF | 10,192 CHF | 85.86% | 85.86% |
| 30/04/2024 | 8.74% | 0.12 CHF | 0.13 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 31,924 CHF | 11,609 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)