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 | 2.94% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 105,220 | 50,000 | 51,863 CHF | 25,439 CHF | 99.32% | 99.32% |
| 15/05/2024 | 2.38% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 93,476 | 49,466 | 53,414 CHF | 29,192 CHF | 98.86% | 98.86% |
| 14/05/2024 | 2.99% | 0.72 CHF | 0.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,808 CHF | 20,406 CHF | 95.23% | 95.23% |
| 13/05/2024 | 1.19% | 1.08 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,924 CHF | 53,559 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.33% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,946 CHF | 53,655 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.27% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,932 CHF | 55,633 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.16% | 1.08 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,204 CHF | 57,869 CHF | 98.92% | 98.92% |
| 06/05/2024 | 1.01% | 1.20 CHF | 1.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,644 CHF | 61,262 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.15% | 1.18 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,704 CHF | 59,381 CHF | 98.63% | 98.63% |
| 02/05/2024 | 1.11% | 1.26 CHF | 1.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,989 CHF | 64,700 CHF | 99.13% | 99.13% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)