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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 27/05/2024 | 1.55% | 1.41 CHF | 1.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,193 CHF | 72,303 CHF | 100.00% | 100.00% |
| 24/05/2024 | 1.54% | 1.48 CHF | 1.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,265 CHF | 73,389 CHF | 97.31% | 97.31% |
| 23/05/2024 | 1.44% | 1.53 CHF | 1.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,705 CHF | 75,791 CHF | 99.41% | 99.41% |
| 22/05/2024 | 1.68% | 1.30 CHF | 1.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,534 CHF | 64,611 CHF | 97.30% | 97.30% |
| 21/05/2024 | 1.69% | 1.22 CHF | 1.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,525 CHF | 64,607 CHF | 96.57% | 96.57% |
| 17/05/2024 | 1.72% | 1.22 CHF | 1.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,660 CHF | 63,747 CHF | 98.34% | 98.34% |
| 16/05/2024 | 1.68% | 1.28 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,987 CHF | 66,088 CHF | 84.73% | 84.73% |
| 15/05/2024 | 1.80% | 1.30 CHF | 1.32 CHF | 50,000 | 50,000 | 50,000 | 49,448 | 59,821 CHF | 60,220 CHF | 90.37% | 90.37% |
| 14/05/2024 | 1.88% | 1.10 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,154 CHF | 57,222 CHF | 98.81% | 98.81% |
| 13/05/2024 | 1.89% | 1.14 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,584 CHF | 57,664 CHF | 94.00% | 94.00% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)