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 1.76% 0.59 CHF 0.60 CHF 128,200 128,200 127,517 127,517 71,960 CHF 73,235 CHF 100.00% 100.00%
19/11/2024 1.69% 0.57 CHF 0.58 CHF 122,600 122,600 122,482 122,482 71,956 CHF 73,181 CHF 100.00% 100.00%
18/11/2024 1.75% 0.58 CHF 0.59 CHF 110,000 110,000 109,179 109,179 62,087 CHF 63,178 CHF 100.00% 100.00%
15/11/2024 1.62% 0.62 CHF 0.63 CHF 107,400 107,400 105,771 105,771 64,883 CHF 65,941 CHF 100.00% 100.00%
14/11/2024 1.38% 0.63 CHF 0.64 CHF 82,400 82,400 83,928 83,928 60,613 CHF 61,452 CHF 99.35% 99.35%
13/11/2024 1.26% 0.81 CHF 0.82 CHF 100,300 100,300 99,344 99,344 78,323 CHF 79,317 CHF 100.00% 100.00%
12/11/2024 1.57% 0.71 CHF 0.72 CHF 106,000 106,000 104,606 104,606 66,420 CHF 67,466 CHF 100.00% 100.00%
11/11/2024 1.50% 0.64 CHF 0.65 CHF 101,300 101,300 101,663 101,663 67,564 CHF 68,580 CHF 99.93% 99.93%
08/11/2024 1.42% 0.71 CHF 0.72 CHF 133,200 133,200 132,459 132,459 92,556 CHF 93,880 CHF 99.40% 99.40%
07/11/2024 1.78% 0.56 CHF 0.57 CHF 95,600 95,600 95,399 95,399 53,198 CHF 54,152 CHF 100.00% 100.00%

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