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
20/11/2024 0.70% 5.50 CHF 5.54 CHF 9,400 9,400 9,308 9,308 52,799 CHF 53,171 CHF 100.00% 100.00%
19/11/2024 0.71% 5.59 CHF 5.63 CHF 9,000 9,000 9,021 9,021 50,430 CHF 50,790 CHF 100.00% 100.00%
18/11/2024 0.68% 5.85 CHF 5.89 CHF 8,800 8,800 8,809 8,809 51,805 CHF 52,158 CHF 100.00% 100.00%
15/11/2024 0.66% 6.08 CHF 6.12 CHF 8,900 8,900 8,761 8,761 53,325 CHF 53,676 CHF 100.00% 100.00%
14/11/2024 0.68% 5.94 CHF 5.98 CHF 9,200 9,200 9,204 9,204 54,256 CHF 54,624 CHF 100.00% 100.00%
13/11/2024 0.70% 5.56 CHF 5.60 CHF 9,200 9,200 9,193 9,193 52,223 CHF 52,591 CHF 100.00% 100.00%
12/11/2024 0.67% 5.69 CHF 5.73 CHF 8,600 8,600 8,504 8,504 50,641 CHF 50,982 CHF 99.85% 99.85%
11/11/2024 0.63% 6.27 CHF 6.31 CHF 8,700 8,700 8,700 8,700 55,059 CHF 55,407 CHF 99.69% 99.69%
08/11/2024 0.68% 5.98 CHF 6.02 CHF 8,700 8,700 8,696 8,696 51,302 CHF 51,650 CHF 100.00% 100.00%
07/11/2024 0.62% 6.21 CHF 6.25 CHF 8,100 8,100 8,020 8,020 51,944 CHF 52,265 CHF 100.00% 100.00%

Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.