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 80.88% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 7,553 CHF 8,776 CHF 99.37% 99.37%
19/11/2024 64.35% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,753 CHF 10,377 CHF 96.70% 96.70%
18/11/2024 48.46% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 15,701 CHF 12,851 CHF 97.53% 97.53%
15/11/2024 50.09% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 15,079 CHF 12,540 CHF 95.86% 95.86%
14/11/2024 58.83% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 12,065 CHF 11,033 CHF 99.58% 99.58%
13/11/2024 59.90% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 11,883 CHF 10,941 CHF 98.75% 98.75%
12/11/2024 48.79% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 15,679 CHF 12,839 CHF 99.33% 99.33%
11/11/2024 40.23% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 19,979 CHF 14,990 CHF 99.38% 99.38%
08/11/2024 51.11% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 14,680 CHF 12,340 CHF 98.24% 98.24%
07/11/2024 37.25% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 22,408 CHF 16,204 CHF 98.65% 98.65%

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