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 | 0.72% | 1.39 CHF | 1.40 CHF | 1,000,000 | 1,000,000 | 998,867 | 998,867 | 1,378,920 CHF | 1,388,920 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.75% | 1.38 CHF | 1.39 CHF | 1,000,000 | 1,000,000 | 997,769 | 997,769 | 1,339,630 CHF | 1,349,630 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 1,000,000 | 1,000,000 | 999,776 | 999,776 | 1,286,640 CHF | 1,296,640 CHF | 99.99% | 99.99% |
| 13/05/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,275,950 CHF | 1,285,950 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,265,820 CHF | 1,275,820 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 1,000,000 | 1,000,000 | 999,975 | 999,975 | 1,230,170 CHF | 1,240,170 CHF | 99.51% | 99.51% |
| 07/05/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 1,000,000 | 1,000,000 | 998,849 | 998,849 | 1,283,280 CHF | 1,293,280 CHF | 99.94% | 99.94% |
| 06/05/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,313,020 CHF | 1,323,020 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,302,160 CHF | 1,312,160 CHF | 99.99% | 99.99% |
| 02/05/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,265,640 CHF | 1,275,640 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)