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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 13/06/2024 | 1.18% | 0.86 CHF | 0.87 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 379,017 CHF | 127,839 CHF | 96.44% | 96.44% |
| 12/06/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 381,636 CHF | 128,712 CHF | 96.46% | 96.46% |
| 11/06/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 365,299 CHF | 123,266 CHF | 98.00% | 98.00% |
| 10/06/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 370,875 CHF | 125,125 CHF | 98.75% | 98.75% |
| 07/06/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 372,867 CHF | 125,789 CHF | 98.98% | 98.98% |
| 05/06/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 365,524 CHF | 123,341 CHF | 93.26% | 93.26% |
| 04/06/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 352,456 CHF | 118,985 CHF | 99.11% | 99.11% |
| 03/06/2024 | 1.35% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 329,980 CHF | 111,493 CHF | 94.37% | 94.37% |
| 31/05/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 309,555 CHF | 104,685 CHF | 97.54% | 97.54% |
| 30/05/2024 | 1.47% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 304,661 CHF | 103,054 CHF | 97.34% | 97.34% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)