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
22/11/2024 1.85% 0.55 CHF 0.56 CHF 693,000 693,000 382,828 382,828 209,132 CHF 212,967 CHF 100.00% 100.00%
20/11/2024 1.84% 0.57 CHF 0.58 CHF 709,000 709,000 384,826 384,826 212,897 CHF 216,758 CHF 99.89% 99.89%
19/11/2024 1.83% 0.54 CHF 0.55 CHF 695,900 695,900 385,272 385,272 211,963 CHF 215,823 CHF 100.00% 100.00%
18/11/2024 1.77% 0.54 CHF 0.55 CHF 651,000 651,000 360,567 360,567 205,293 CHF 208,909 CHF 99.89% 99.89%
15/11/2024 1.76% 0.59 CHF 0.60 CHF 707,400 707,400 388,101 388,101 223,745 CHF 227,633 CHF 99.90% 99.90%
14/11/2024 1.73% 0.57 CHF 0.58 CHF 659,700 659,700 362,197 362,197 211,296 CHF 214,925 CHF 99.35% 99.35%
13/11/2024 1.70% 0.59 CHF 0.60 CHF 655,700 655,700 360,054 360,054 214,443 CHF 218,050 CHF 100.00% 100.00%
12/11/2024 1.71% 0.58 CHF 0.59 CHF 656,000 656,000 360,234 360,234 212,704 CHF 216,313 CHF 100.00% 100.00%
11/11/2024 1.77% 0.60 CHF 0.61 CHF 697,100 697,100 379,903 379,903 219,859 CHF 223,665 CHF 99.65% 99.65%
08/11/2024 1.84% 0.56 CHF 0.57 CHF 702,500 702,500 384,007 384,007 211,249 CHF 215,096 CHF 100.00% 100.00%

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