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 37.50% 0.02 CHF 0.03 CHF 300,000 100,000 300,000 100,000 6,655 CHF 3,218 CHF 95.85% 95.85%
19/11/2024 38.83% 0.02 CHF 0.03 CHF 300,000 100,000 300,000 100,000 6,306 CHF 3,102 CHF 99.33% 99.33%
18/11/2024 41.12% 0.03 CHF 0.04 CHF 300,000 100,000 266,906 88,969 5,851 CHF 2,898 CHF 99.97% 99.97%
15/11/2024 30.62% 0.02 CHF 0.03 CHF 300,000 100,000 300,000 100,000 8,463 CHF 3,821 CHF 100.00% 100.00%
14/11/2024 30.53% 0.03 CHF 0.04 CHF 300,000 100,000 300,000 100,000 8,485 CHF 3,828 CHF 99.09% 99.09%
13/11/2024 30.37% 0.03 CHF 0.04 CHF 300,000 100,000 297,430 99,143 8,450 CHF 3,808 CHF 98.94% 98.94%
12/11/2024 23.24% 0.03 CHF 0.04 CHF 300,000 100,000 300,000 100,000 11,519 CHF 4,840 CHF 96.49% 96.49%
11/11/2024 22.17% 0.04 CHF 0.05 CHF 300,000 100,000 300,000 100,000 12,040 CHF 5,013 CHF 98.15% 98.15%
08/11/2024 27.15% 0.03 CHF 0.04 CHF 300,000 100,000 300,000 100,000 9,673 CHF 4,224 CHF 98.85% 98.85%
07/11/2024 20.08% 0.05 CHF 0.06 CHF 300,000 100,000 292,833 97,611 13,303 CHF 5,410 CHF 95.95% 95.95%

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