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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 13/06/2024 | 1.47% | 1.01 CHF | 1.02 CHF | 155,000 | 155,000 | 69,477 | 69,477 | 72,167 CHF | 73,071 CHF | 99.56% | 99.56% |
| 12/06/2024 | 1.40% | 1.07 CHF | 1.08 CHF | 155,000 | 155,000 | 67,495 | 67,495 | 73,824 CHF | 74,708 CHF | 99.97% | 99.97% |
| 11/06/2024 | 1.53% | 1.14 CHF | 1.15 CHF | 150,000 | 150,000 | 66,444 | 66,444 | 76,542 CHF | 77,545 CHF | 100.00% | 100.00% |
| 10/06/2024 | 1.52% | 1.18 CHF | 1.19 CHF | 145,000 | 145,000 | 65,243 | 65,243 | 77,388 CHF | 78,379 CHF | 99.90% | 99.90% |
| 07/06/2024 | 1.50% | 1.20 CHF | 1.21 CHF | 145,000 | 145,000 | 64,967 | 64,967 | 77,690 CHF | 78,674 CHF | 100.00% | 100.00% |
| 05/06/2024 | 1.55% | 1.15 CHF | 1.16 CHF | 150,000 | 150,000 | 67,351 | 67,351 | 77,318 CHF | 78,339 CHF | 100.00% | 100.00% |
| 04/06/2024 | 1.42% | 1.09 CHF | 1.10 CHF | 150,000 | 150,000 | 67,477 | 67,477 | 73,743 CHF | 74,622 CHF | 99.89% | 99.89% |
| 03/06/2024 | 1.56% | 1.03 CHF | 1.04 CHF | 155,000 | 155,000 | 68,951 | 68,951 | 69,791 CHF | 70,689 CHF | 100.00% | 100.00% |
| 31/05/2024 | 1.72% | 0.91 CHF | 0.92 CHF | 160,000 | 160,000 | 71,628 | 71,628 | 64,177 CHF | 65,108 CHF | 99.70% | 99.70% |
| 30/05/2024 | 1.73% | 0.89 CHF | 0.90 CHF | 160,000 | 160,000 | 71,750 | 71,750 | 64,097 CHF | 65,028 CHF | 99.51% | 99.51% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)