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 0.94% 1.11 CHF 1.12 CHF 630,900 630,900 637,367 637,367 672,235 CHF 678,608 CHF 99.42% 99.42%
19/11/2024 0.97% 1.00 CHF 1.01 CHF 641,800 641,800 627,898 627,898 642,373 CHF 648,652 CHF 100.00% 100.00%
18/11/2024 0.95% 1.03 CHF 1.04 CHF 618,700 618,700 634,854 634,854 667,200 CHF 673,548 CHF 98.75% 98.75%
15/11/2024 0.96% 1.07 CHF 1.08 CHF 645,900 645,900 624,635 624,635 650,863 CHF 657,109 CHF 98.67% 98.67%
14/11/2024 0.92% 1.03 CHF 1.04 CHF 611,100 611,100 662,417 662,417 717,304 CHF 723,928 CHF 100.00% 100.00%
13/11/2024 1.03% 1.03 CHF 1.04 CHF 696,700 696,700 689,917 689,917 668,510 CHF 675,409 CHF 100.00% 100.00%
12/11/2024 1.04% 0.97 CHF 0.98 CHF 685,500 685,500 706,178 706,178 678,362 CHF 685,424 CHF 99.78% 99.78%
11/11/2024 1.10% 0.92 CHF 0.93 CHF 720,000 720,000 798,459 798,459 720,434 CHF 728,418 CHF 99.72% 99.72%
08/11/2024 1.28% 0.82 CHF 0.83 CHF 850,000 850,000 852,509 852,509 663,293 CHF 671,818 CHF 99.15% 99.15%
07/11/2024 1.29% 0.75 CHF 0.76 CHF 854,300 854,300 793,549 793,549 612,150 CHF 620,085 CHF 100.00% 100.00%

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