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 | 0.92% | 1.08 CHF | 1.09 CHF | 50,000 | 10,000 | 50,000 | 10,000 | 54,252 CHF | 10,950 CHF | 99.31% | 99.31% |
| 15/05/2024 | 1.05% | 1.03 CHF | 1.04 CHF | 50,000 | 20,000 | 56,622 | 19,770 | 54,315 CHF | 19,220 CHF | 98.95% | 98.95% |
| 14/05/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 60,000 | 20,000 | 60,006 | 20,000 | 53,438 CHF | 18,011 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.14% | 0.89 CHF | 0.90 CHF | 60,000 | 10,000 | 60,000 | 10,000 | 52,286 CHF | 8,814 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.12% | 0.84 CHF | 0.85 CHF | 60,000 | 10,000 | 60,008 | 10,000 | 53,374 CHF | 8,995 CHF | 99.74% | 99.74% |
| 08/05/2024 | 1.13% | 0.94 CHF | 0.95 CHF | 60,000 | 10,000 | 60,000 | 10,000 | 52,989 CHF | 8,932 CHF | 100.00% | 100.00% |
| 07/05/2024 | 2.08% | 0.84 CHF | 0.85 CHF | 60,000 | 10,000 | 69,245 | 10,000 | 55,490 CHF | 8,186 CHF | 98.92% | 98.92% |
| 06/05/2024 | 2.21% | 0.77 CHF | 0.79 CHF | 70,000 | 10,000 | 69,653 | 9,973 | 54,542 CHF | 7,983 CHF | 100.00% | 100.00% |
| 03/05/2024 | 3.61% | 0.74 CHF | 0.76 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 3,806 CHF | 3,946 CHF | 98.50% | 98.50% |
| 02/05/2024 | 3.07% | 0.85 CHF | 0.87 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 4,401 CHF | 4,538 CHF | 99.12% | 99.12% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)