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 0.60% 1.65 CHF 1.66 CHF 40,000 25,000 34,671 25,000 57,703 CHF 41,900 CHF 100.00% 100.00%
19/11/2024 0.58% 1.66 CHF 1.67 CHF 40,000 25,000 31,996 25,000 54,779 CHF 43,176 CHF 100.00% 100.00%
18/11/2024 0.60% 1.78 CHF 1.79 CHF 30,000 25,000 36,129 25,000 59,838 CHF 41,816 CHF 100.00% 100.00%
15/11/2024 0.80% 1.60 CHF 1.61 CHF 40,000 25,000 28,245 20,444 46,458 CHF 33,971 CHF 100.00% 100.00%
14/11/2024 0.58% 1.77 CHF 1.78 CHF 30,000 25,000 30,787 25,000 52,750 CHF 43,128 CHF 99.44% 99.44%
13/11/2024 0.65% 1.86 CHF 1.87 CHF 30,000 25,000 35,801 24,280 57,298 CHF 39,403 CHF 98.42% 98.42%
12/11/2024 0.48% 1.84 CHF 1.86 CHF 12,500 12,500 29,335 24,525 63,280 CHF 53,131 CHF 99.23% 99.23%
11/11/2024 0.43% 2.29 CHF 2.30 CHF 30,000 25,000 30,000 25,000 68,968 CHF 57,723 CHF 100.00% 100.00%
08/11/2024 0.46% 2.21 CHF 2.22 CHF 30,000 25,000 30,000 25,000 65,483 CHF 54,819 CHF 100.00% 100.00%
07/11/2024 0.47% 2.20 CHF 2.21 CHF 30,000 25,000 30,000 24,221 66,568 CHF 54,017 CHF 99.06% 99.06%

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