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 1.42% 0.69 CHF 0.70 CHF 385,600 385,600 379,835 379,835 264,994 CHF 268,792 CHF 100.00% 100.00%
19/11/2024 1.38% 0.73 CHF 0.74 CHF 376,100 376,100 390,443 390,443 280,692 CHF 284,596 CHF 100.00% 100.00%
18/11/2024 1.45% 0.70 CHF 0.71 CHF 400,000 400,000 399,339 399,339 274,292 CHF 278,286 CHF 100.00% 100.00%
15/11/2024 1.46% 0.68 CHF 0.69 CHF 399,100 399,100 402,283 402,283 273,366 CHF 277,389 CHF 98.67% 98.67%
14/11/2024 1.47% 0.68 CHF 0.69 CHF 404,300 404,300 382,085 382,085 257,299 CHF 261,120 CHF 99.91% 99.91%
13/11/2024 1.37% 0.72 CHF 0.73 CHF 367,600 367,600 364,536 364,536 264,729 CHF 268,375 CHF 100.00% 100.00%
12/11/2024 1.35% 0.74 CHF 0.75 CHF 362,600 362,600 359,054 359,054 264,655 CHF 268,245 CHF 100.00% 100.00%
11/11/2024 1.31% 0.75 CHF 0.76 CHF 356,700 356,700 334,936 334,936 253,711 CHF 257,060 CHF 100.00% 100.00%
08/11/2024 1.20% 0.81 CHF 0.82 CHF 320,600 320,600 327,770 327,770 272,124 CHF 275,402 CHF 100.00% 100.00%
07/11/2024 1.23% 0.83 CHF 0.84 CHF 332,600 332,600 336,106 336,106 270,769 CHF 274,130 CHF 100.00% 100.00%

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