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
25/07/2024 39.79% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 20,188 CHF 7,547 CHF 98.88% 98.88%
24/07/2024 22.86% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 249,964 38,966 CHF 12,240 CHF 98.87% 98.87%
23/07/2024 23.91% 0.04 CHF 0.05 CHF 1,000,000 250,000 995,970 250,000 36,861 CHF 11,751 CHF 99.04% 99.04%
22/07/2024 25.71% 0.03 CHF 0.04 CHF 1,000,000 250,000 992,483 250,000 33,833 CHF 11,017 CHF 98.97% 98.97%
19/07/2024 20.47% 0.04 CHF 0.05 CHF 1,000,000 250,000 989,672 314,142 43,720 CHF 17,391 CHF 98.52% 98.52%
18/07/2024 9.42% 0.10 CHF 0.11 CHF 500,000 500,000 497,710 491,767 50,353 CHF 54,717 CHF 96.59% 96.59%
17/07/2024 8.61% 0.10 CHF 0.11 CHF 475,000 475,000 470,823 464,063 52,333 CHF 56,230 CHF 98.78% 98.78%
16/07/2024 12.47% 0.09 CHF 0.10 CHF 625,000 325,000 676,285 350,642 50,889 CHF 29,894 CHF 98.98% 98.98%
15/07/2024 15.05% 0.08 CHF 0.09 CHF 725,000 375,000 826,966 419,149 50,825 CHF 29,967 CHF 98.99% 98.99%
12/07/2024 15.35% 0.07 CHF 0.08 CHF 850,000 425,000 848,232 426,864 51,069 CHF 29,964 CHF 98.88% 98.88%

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