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 | 0.91% | 1.09 CHF | 1.10 CHF | 154,000 | 154,000 | 153,886 | 153,886 | 168,618 CHF | 170,158 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 155,000 | 155,000 | 155,353 | 155,353 | 173,207 CHF | 174,765 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 155,000 | 155,000 | 154,580 | 154,580 | 170,069 CHF | 171,615 CHF | 99.98% | 99.98% |
| 13/05/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 156,000 | 156,000 | 156,120 | 156,120 | 174,601 CHF | 176,162 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 153,000 | 153,000 | 151,924 | 151,924 | 171,977 CHF | 173,496 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 153,000 | 153,000 | 152,958 | 152,958 | 174,696 CHF | 176,226 CHF | 99.25% | 99.25% |
| 07/05/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 153,000 | 153,000 | 153,493 | 153,493 | 176,981 CHF | 178,517 CHF | 97.36% | 97.36% |
| 06/05/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 153,000 | 153,000 | 152,864 | 152,864 | 175,103 CHF | 176,631 CHF | 98.55% | 98.55% |
| 03/05/2024 | 0.89% | 1.14 CHF | 1.15 CHF | 153,000 | 153,000 | 151,105 | 151,105 | 169,708 CHF | 171,219 CHF | 99.99% | 99.99% |
| 02/05/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 155,000 | 155,000 | 154,869 | 154,869 | 181,129 CHF | 182,677 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)