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 1.02% 1.01 CHF 1.02 CHF 83,000 83,000 81,675 81,675 80,435 CHF 81,253 CHF 100.00% 100.00%
19/11/2024 0.94% 1.05 CHF 1.06 CHF 84,000 84,000 83,579 83,579 89,047 CHF 89,884 CHF 98.97% 98.97%
18/11/2024 0.99% 1.01 CHF 1.02 CHF 83,500 83,500 82,465 82,465 83,558 CHF 84,383 CHF 100.00% 100.00%
15/11/2024 0.93% 1.07 CHF 1.08 CHF 85,000 85,000 85,022 85,022 91,176 CHF 92,026 CHF 72.21% 72.21%
14/11/2024 0.92% 1.07 CHF 1.08 CHF 85,000 85,000 84,568 84,568 92,459 CHF 93,305 CHF 100.00% 100.00%
13/11/2024 0.91% 1.11 CHF 1.12 CHF 85,500 85,500 84,842 84,842 93,517 CHF 94,367 CHF 99.32% 99.32%
12/11/2024 0.96% 1.13 CHF 1.14 CHF 86,000 86,000 83,420 83,420 87,551 CHF 88,386 CHF 100.00% 100.00%
11/11/2024 1.16% 0.91 CHF 0.92 CHF 80,500 80,500 79,195 79,195 68,859 CHF 69,651 CHF 100.00% 100.00%
08/11/2024 1.14% 0.89 CHF 0.90 CHF 80,500 80,500 79,687 79,687 70,517 CHF 71,315 CHF 100.00% 100.00%
07/11/2024 1.10% 0.86 CHF 0.87 CHF 80,000 80,000 80,686 80,686 73,874 CHF 74,682 CHF 100.00% 100.00%

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