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 | 0.54% | 1.82 CHF | 1.83 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 54,977 CHF | 18,426 CHF | 99.31% | 99.31% |
| 15/05/2024 | 0.59% | 1.77 CHF | 1.78 CHF | 30,000 | 20,000 | 30,062 | 19,770 | 51,440 CHF | 34,017 CHF | 98.95% | 98.95% |
| 14/05/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 40,000 | 20,000 | 39,541 | 20,000 | 64,757 CHF | 32,963 CHF | 99.69% | 99.69% |
| 13/05/2024 | 0.65% | 1.63 CHF | 1.64 CHF | 40,000 | 10,000 | 40,000 | 10,000 | 64,642 CHF | 16,266 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.61% | 1.58 CHF | 1.59 CHF | 40,000 | 10,000 | 40,000 | 10,000 | 65,308 CHF | 16,427 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.61% | 1.68 CHF | 1.69 CHF | 30,000 | 10,000 | 39,892 | 10,000 | 64,875 CHF | 16,364 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.10% | 1.58 CHF | 1.59 CHF | 40,000 | 10,000 | 40,000 | 10,000 | 61,765 CHF | 15,612 CHF | 98.92% | 98.92% |
| 06/05/2024 | 1.15% | 1.51 CHF | 1.53 CHF | 40,000 | 10,000 | 39,813 | 9,973 | 60,755 CHF | 15,396 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.81% | 1.48 CHF | 1.51 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 7,518 CHF | 7,656 CHF | 98.45% | 98.45% |
| 02/05/2024 | 1.67% | 1.59 CHF | 1.62 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 8,119 CHF | 8,256 CHF | 99.07% | 99.07% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)