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
22/11/2024 5.37% 0.26 CHF 0.27 CHF 900,000 300,000 974,073 374,073 177,376 CHF 71,544 CHF 98.81% 98.81%
20/11/2024 4.58% 0.18 CHF 0.19 CHF 1,000,000 400,000 1,000,000 400,000 213,914 CHF 89,566 CHF 98.73% 98.73%
19/11/2024 5.30% 0.22 CHF 0.23 CHF 1,000,000 400,000 1,000,000 400,000 184,702 CHF 77,881 CHF 98.74% 98.74%
18/11/2024 4.80% 0.24 CHF 0.25 CHF 1,000,000 400,000 1,000,000 400,000 205,575 CHF 86,230 CHF 98.98% 98.98%
15/11/2024 9.95% 0.12 CHF 0.13 CHF 1,000,000 500,000 1,000,000 500,000 96,876 CHF 53,438 CHF 98.09% 98.09%
14/11/2024 6.26% 0.11 CHF 0.12 CHF 1,000,000 500,000 1,000,000 428,664 157,096 CHF 70,969 CHF 97.84% 97.84%
13/11/2024 5.16% 0.16 CHF 0.17 CHF 1,000,000 400,000 1,000,000 403,512 190,325 CHF 80,683 CHF 94.86% 94.86%
12/11/2024 3.80% 0.23 CHF 0.24 CHF 1,000,000 400,000 975,714 375,714 255,091 CHF 101,069 CHF 89.50% 89.50%
11/11/2024 4.43% 0.31 CHF 0.32 CHF 900,000 300,000 998,836 398,836 222,895 CHF 92,933 CHF 93.67% 93.67%
08/11/2024 13.83% 0.13 CHF 0.14 CHF 1,000,000 500,000 1,000,000 500,000 71,593 CHF 40,797 CHF 98.55% 98.55%

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