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 | 1.01% | 1.99 CHF | 2.01 CHF | 51,000 | 51,000 | 50,748 | 50,748 | 99,872 CHF | 100,888 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.06% | 1.99 CHF | 2.01 CHF | 51,000 | 51,000 | 51,466 | 51,466 | 96,996 CHF | 98,028 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.20% | 1.74 CHF | 1.76 CHF | 53,000 | 53,000 | 53,428 | 53,428 | 88,725 CHF | 89,793 CHF | 99.99% | 99.99% |
| 13/05/2024 | 1.42% | 1.38 CHF | 1.40 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 78,305 CHF | 79,425 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.42% | 1.42 CHF | 1.44 CHF | 56,000 | 56,000 | 56,044 | 56,044 | 78,404 CHF | 79,525 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.46% | 1.37 CHF | 1.39 CHF | 56,000 | 56,000 | 56,175 | 56,175 | 76,458 CHF | 77,581 CHF | 99.06% | 99.06% |
| 07/05/2024 | 1.51% | 1.38 CHF | 1.40 CHF | 56,000 | 56,000 | 56,773 | 56,773 | 74,661 CHF | 75,797 CHF | 99.66% | 99.66% |
| 06/05/2024 | 1.59% | 1.26 CHF | 1.28 CHF | 57,000 | 57,000 | 57,798 | 57,798 | 72,130 CHF | 73,286 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.54% | 1.28 CHF | 1.30 CHF | 57,000 | 57,000 | 57,027 | 57,027 | 73,588 CHF | 74,729 CHF | 100.00% | 100.00% |
| 02/05/2024 | 1.68% | 1.20 CHF | 1.22 CHF | 58,000 | 58,000 | 58,168 | 58,168 | 68,816 CHF | 69,979 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)