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 0.75% 1.35 CHF 1.36 CHF 131,000 131,000 129,301 129,301 172,115 CHF 173,408 CHF 100.00% 100.00%
19/11/2024 0.74% 1.34 CHF 1.35 CHF 130,000 130,000 129,933 129,933 174,148 CHF 175,447 CHF 100.00% 100.00%
18/11/2024 0.76% 1.31 CHF 1.32 CHF 128,000 128,000 128,568 128,568 169,408 CHF 170,694 CHF 100.00% 100.00%
15/11/2024 0.77% 1.30 CHF 1.31 CHF 128,000 128,000 126,946 126,946 163,634 CHF 164,903 CHF 100.00% 100.00%
14/11/2024 0.78% 1.27 CHF 1.28 CHF 126,000 126,000 126,712 126,712 162,563 CHF 163,830 CHF 100.00% 100.00%
13/11/2024 0.78% 1.29 CHF 1.30 CHF 127,000 127,000 126,475 126,475 162,161 CHF 163,426 CHF 100.00% 100.00%
12/11/2024 0.81% 1.27 CHF 1.28 CHF 126,000 126,000 123,947 123,947 152,809 CHF 154,049 CHF 100.00% 100.00%
11/11/2024 0.83% 1.20 CHF 1.21 CHF 122,000 122,000 122,266 122,266 147,051 CHF 148,273 CHF 100.00% 100.00%
08/11/2024 0.80% 1.25 CHF 1.26 CHF 125,000 125,000 124,042 124,042 153,617 CHF 154,858 CHF 99.19% 99.19%
07/11/2024 0.83% 1.19 CHF 1.20 CHF 122,000 122,000 122,544 122,544 147,878 CHF 149,103 CHF 100.00% 100.00%

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