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 | 1.05% | 0.95 CHF | 0.96 CHF | 75,000 | 75,000 | 74,898 | 74,898 | 71,294 CHF | 72,043 CHF | 99.25% | 99.25% |
| 15/05/2024 | 0.98% | 1.00 CHF | 1.01 CHF | 50,000 | 50,000 | 51,664 | 51,664 | 52,456 CHF | 52,972 CHF | 99.39% | 99.39% |
| 14/05/2024 | 1.03% | 1.00 CHF | 1.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 72,621 CHF | 73,371 CHF | 99.17% | 99.17% |
| 13/05/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 71,774 CHF | 72,524 CHF | 99.38% | 99.38% |
| 10/05/2024 | 1.03% | 0.95 CHF | 0.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 72,211 CHF | 72,961 CHF | 99.39% | 99.39% |
| 08/05/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 75,000 | 75,000 | 69,871 | 69,871 | 68,741 CHF | 69,440 CHF | 83.66% | 83.66% |
| 07/05/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 75,000 | 75,000 | 71,629 | 71,629 | 69,699 CHF | 70,416 CHF | 99.23% | 99.23% |
| 06/05/2024 | 1.16% | 0.89 CHF | 0.90 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,428 CHF | 65,178 CHF | 99.21% | 99.21% |
| 03/05/2024 | 1.25% | 0.79 CHF | 0.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,857 CHF | 60,607 CHF | 99.38% | 99.38% |
| 02/05/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,627 CHF | 58,377 CHF | 99.39% | 99.39% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)