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 | 0.64% | 1.54 CHF | 1.55 CHF | 106,000 | 106,000 | 104,193 | 104,193 | 162,454 CHF | 163,497 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 98,000 | 98,000 | 97,606 | 97,606 | 158,035 CHF | 159,013 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 98,000 | 98,000 | 97,569 | 97,569 | 161,480 CHF | 162,456 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.64% | 1.61 CHF | 1.62 CHF | 98,000 | 98,000 | 99,571 | 99,571 | 156,280 CHF | 157,276 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 100,000 | 100,000 | 100,357 | 100,357 | 152,171 CHF | 153,175 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.68% | 1.50 CHF | 1.51 CHF | 102,000 | 102,000 | 101,548 | 101,548 | 149,988 CHF | 151,004 CHF | 98.84% | 98.84% |
| 07/05/2024 | 0.62% | 1.64 CHF | 1.65 CHF | 98,000 | 98,000 | 99,084 | 99,084 | 158,871 CHF | 159,863 CHF | 97.92% | 97.92% |
| 06/05/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 100,000 | 100,000 | 99,106 | 99,106 | 159,462 CHF | 160,453 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 156,173 CHF | 157,169 CHF | 100.00% | 100.00% |
| 02/05/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 155,578 CHF | 156,574 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)