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 | 0.69% | 1.53 CHF | 1.54 CHF | 160,000 | 160,000 | 72,227 | 72,227 | 107,918 CHF | 108,643 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.65% | 1.44 CHF | 1.45 CHF | 164,000 | 164,000 | 71,633 | 71,633 | 110,368 CHF | 111,087 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 156,000 | 156,000 | 69,971 | 69,971 | 112,361 CHF | 113,062 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.63% | 1.64 CHF | 1.65 CHF | 156,000 | 156,000 | 69,933 | 69,933 | 113,973 CHF | 114,673 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 156,000 | 156,000 | 69,966 | 69,966 | 114,237 CHF | 114,938 CHF | 99.88% | 99.88% |
| 08/05/2024 | 0.63% | 1.64 CHF | 1.65 CHF | 156,000 | 156,000 | 51,970 | 51,970 | 84,290 CHF | 84,811 CHF | 97.39% | 97.39% |
| 07/05/2024 | 0.54% | 1.61 CHF | 1.62 CHF | 158,000 | 158,000 | 54,370 | 54,370 | 97,312 CHF | 97,856 CHF | 98.14% | 98.14% |
| 06/05/2024 | 0.50% | 2.08 CHF | 2.09 CHF | 144,000 | 144,000 | 64,487 | 64,487 | 131,385 CHF | 132,031 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.52% | 1.95 CHF | 1.96 CHF | 146,000 | 146,000 | 59,775 | 59,775 | 116,587 CHF | 117,186 CHF | 99.99% | 99.99% |
| 02/05/2024 | 0.54% | 1.91 CHF | 1.92 CHF | 146,000 | 146,000 | 66,326 | 66,326 | 124,943 CHF | 125,608 CHF | 99.99% | 99.99% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)