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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 08/05/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 317,636 CHF | 106,879 CHF | 93.98% | 93.98% |
| 07/05/2024 | 0.99% | 1.04 CHF | 1.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 302,294 CHF | 101,765 CHF | 92.85% | 92.85% |
| 06/05/2024 | 1.05% | 0.97 CHF | 0.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 283,099 CHF | 95,366 CHF | 97.04% | 97.04% |
| 03/05/2024 | 1.11% | 0.85 CHF | 0.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 269,200 CHF | 90,734 CHF | 98.04% | 98.04% |
| 02/05/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 280,203 CHF | 94,401 CHF | 95.84% | 95.84% |
| 30/04/2024 | 1.07% | 0.91 CHF | 0.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 278,886 CHF | 93,962 CHF | 93.52% | 93.52% |
| 29/04/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 277,099 CHF | 93,366 CHF | 88.58% | 88.58% |
| 26/04/2024 | 1.13% | 0.90 CHF | 0.91 CHF | 450,000 | 150,000 | 449,906 | 149,969 | 396,122 CHF | 133,540 CHF | 94.98% | 94.98% |
| 25/04/2024 | 1.15% | 0.85 CHF | 0.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 391,007 CHF | 131,836 CHF | 95.57% | 95.57% |
| 24/04/2024 | 1.05% | 0.91 CHF | 0.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 426,762 CHF | 143,754 CHF | 94.41% | 94.41% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)