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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 23/05/2024 | 1.35% | 0.90 CHF | 0.91 CHF | 100,000 | 100,000 | 97,012 | 97,012 | 87,557 CHF | 88,572 CHF | 98.40% | 98.40% |
| 22/05/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 90,443 CHF | 91,443 CHF | 98.88% | 98.88% |
| 21/05/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 94,652 CHF | 95,652 CHF | 99.99% | 99.99% |
| 17/05/2024 | 1.03% | 0.98 CHF | 0.99 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 96,521 CHF | 97,521 CHF | 99.87% | 99.87% |
| 16/05/2024 | 2.14% | 1.01 CHF | 1.02 CHF | 100,000 | 100,000 | 84,234 | 84,234 | 86,415 CHF | 87,494 CHF | 99.00% | 99.00% |
| 15/05/2024 | 2.97% | 0.99 CHF | 1.06 CHF | 20,000 | 20,000 | 73,193 | 73,193 | 73,302 CHF | 74,436 CHF | 98.05% | 98.05% |
| 14/05/2024 | 1.09% | 1.00 CHF | 1.01 CHF | 100,000 | 100,000 | 98,953 | 98,953 | 97,357 CHF | 98,362 CHF | 97.88% | 97.88% |
| 13/05/2024 | 1.11% | 0.99 CHF | 1.00 CHF | 100,000 | 100,000 | 98,506 | 98,506 | 98,049 CHF | 99,057 CHF | 99.99% | 99.99% |
| 10/05/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 99,740 CHF | 100,740 CHF | 95.23% | 95.23% |
| 08/05/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 98,251 CHF | 99,251 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)