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 | 3.83% | 0.26 CHF | 0.27 CHF | 194,656 | 75,000 | 194,746 | 75,000 | 49,937 CHF | 19,982 CHF | 99.32% | 99.32% |
| 15/05/2024 | 3.96% | 0.26 CHF | 0.27 CHF | 195,538 | 75,000 | 196,836 | 74,243 | 48,730 CHF | 19,123 CHF | 98.94% | 98.94% |
| 14/05/2024 | 3.98% | 0.25 CHF | 0.26 CHF | 196,237 | 75,000 | 197,349 | 75,000 | 48,611 CHF | 19,226 CHF | 100.00% | 100.00% |
| 13/05/2024 | 4.35% | 0.23 CHF | 0.24 CHF | 198,693 | 75,000 | 200,506 | 75,000 | 45,150 CHF | 17,643 CHF | 100.00% | 100.00% |
| 10/05/2024 | 4.02% | 0.23 CHF | 0.24 CHF | 199,608 | 75,000 | 197,372 | 75,000 | 48,108 CHF | 19,033 CHF | 100.00% | 100.00% |
| 08/05/2024 | 3.44% | 0.28 CHF | 0.29 CHF | 180,000 | 75,000 | 180,000 | 75,000 | 51,483 CHF | 22,201 CHF | 100.00% | 100.00% |
| 07/05/2024 | 3.42% | 0.28 CHF | 0.29 CHF | 180,000 | 75,000 | 179,673 | 75,000 | 51,659 CHF | 22,326 CHF | 98.63% | 98.63% |
| 06/05/2024 | 3.53% | 0.27 CHF | 0.28 CHF | 190,000 | 75,000 | 182,072 | 75,000 | 50,725 CHF | 21,654 CHF | 96.15% | 96.15% |
| 03/05/2024 | 3.51% | 0.27 CHF | 0.28 CHF | 190,000 | 75,000 | 181,513 | 75,000 | 50,796 CHF | 21,745 CHF | 98.64% | 98.64% |
| 02/05/2024 | 3.71% | 0.27 CHF | 0.28 CHF | 190,000 | 75,000 | 193,514 | 75,000 | 51,161 CHF | 20,584 CHF | 88.23% | 88.23% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)