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
19/12/2024 40.48% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 1,537,340 1,537,340 30,747 CHF 46,152 CHF 99.85% 99.85%
18/12/2024 33.80% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 1,447,530 1,447,530 36,116 CHF 50,620 CHF 99.15% 99.15%
17/12/2024 33.77% 0.03 CHF 0.04 CHF 3,000,000 3,000,000 1,393,300 1,393,300 34,832 CHF 48,792 CHF 100.00% 100.00%
16/12/2024 29.52% 0.03 CHF 0.04 CHF 2,635,800 2,635,800 1,140,960 1,140,960 32,720 CHF 44,151 CHF 99.83% 99.83%
13/12/2024 28.90% 0.03 CHF 0.04 CHF 2,483,000 2,483,000 1,107,480 1,107,480 33,470 CHF 44,566 CHF 100.00% 100.00%
12/12/2024 25.43% 0.04 CHF 0.05 CHF 2,420,600 2,420,600 1,079,720 1,079,720 37,583 CHF 48,401 CHF 100.00% 100.00%
11/12/2024 25.37% 0.04 CHF 0.05 CHF 2,444,700 2,444,700 1,090,510 1,090,510 38,164 CHF 49,089 CHF 100.00% 100.00%
10/12/2024 25.38% 0.04 CHF 0.05 CHF 2,328,700 2,328,700 1,039,100 1,039,100 36,308 CHF 46,718 CHF 100.00% 100.00%
09/12/2024 25.36% 0.04 CHF 0.05 CHF 2,249,500 2,249,500 990,752 990,752 34,676 CHF 44,603 CHF 100.00% 100.00%
06/12/2024 25.37% 0.04 CHF 0.05 CHF 2,327,200 2,327,200 1,038,220 1,038,220 36,338 CHF 46,739 CHF 100.00% 100.00%

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