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 16.78% 0.05 CHF 0.06 CHF 500,000 100,000 500,000 100,000 27,509 CHF 6,502 CHF 95.85% 95.85%
19/11/2024 17.73% 0.05 CHF 0.06 CHF 500,000 100,000 500,000 100,000 25,813 CHF 6,163 CHF 99.33% 99.33%
18/11/2024 16.99% 0.06 CHF 0.07 CHF 500,000 100,000 500,000 88,969 29,355 CHF 6,178 CHF 99.97% 99.97%
15/11/2024 14.23% 0.06 CHF 0.07 CHF 500,000 100,000 500,000 100,000 32,822 CHF 7,564 CHF 100.00% 100.00%
14/11/2024 14.09% 0.07 CHF 0.08 CHF 500,000 100,000 500,000 100,000 33,150 CHF 7,630 CHF 99.09% 99.09%
13/11/2024 13.72% 0.07 CHF 0.08 CHF 500,000 100,000 500,000 99,143 34,067 CHF 7,745 CHF 98.94% 98.94%
12/11/2024 10.77% 0.07 CHF 0.08 CHF 500,000 100,000 500,000 100,000 44,023 CHF 9,805 CHF 96.49% 96.49%
11/11/2024 9.55% 0.10 CHF 0.11 CHF 500,000 100,000 500,000 100,000 49,882 CHF 10,976 CHF 98.15% 98.15%
08/11/2024 11.38% 0.08 CHF 0.09 CHF 500,000 100,000 500,000 100,000 41,689 CHF 9,338 CHF 98.85% 98.85%
07/11/2024 9.36% 0.11 CHF 0.12 CHF 460,000 100,000 486,321 97,611 49,735 CHF 11,010 CHF 95.95% 95.95%

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