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 | 13.46% | 0.07 CHF | 0.08 CHF | 400,000 | 400,000 | 398,244 | 398,244 | 27,623 CHF | 31,606 CHF | 100.00% | 100.00% |
| 15/05/2024 | 12.12% | 0.07 CHF | 0.08 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 23,363 CHF | 26,363 CHF | 100.00% | 100.00% |
| 14/05/2024 | 9.02% | 0.09 CHF | 0.10 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 18,701 CHF | 20,451 CHF | 100.00% | 100.00% |
| 13/05/2024 | 6.22% | 0.16 CHF | 0.17 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 27,302 CHF | 29,052 CHF | 100.00% | 100.00% |
| 10/05/2024 | 6.22% | 0.15 CHF | 0.16 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 23,383 CHF | 24,883 CHF | 100.00% | 100.00% |
| 08/05/2024 | 5.98% | 0.16 CHF | 0.17 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 24,361 CHF | 25,861 CHF | 100.00% | 100.00% |
| 07/05/2024 | 5.62% | 0.16 CHF | 0.17 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 25,978 CHF | 27,478 CHF | 100.00% | 100.00% |
| 06/05/2024 | 5.15% | 0.18 CHF | 0.19 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 28,358 CHF | 29,858 CHF | 100.00% | 100.00% |
| 03/05/2024 | 5.44% | 0.18 CHF | 0.19 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 22,378 CHF | 23,628 CHF | 100.00% | 100.00% |
| 02/05/2024 | 4.76% | 0.20 CHF | 0.21 CHF | 100,000 | 100,000 | 116,260 | 116,260 | 23,908 CHF | 25,071 CHF | 100.00% | 100.00% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)