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 80.27% 0.01 CHF 0.02 CHF 500,000 75,000 500,000 75,000 5,144 CHF 1,845 CHF 96.88% 96.88%
19/11/2024 70.13% 0.01 CHF 0.03 CHF 500,000 75,000 500,000 75,000 7,489 CHF 2,250 CHF 96.71% 96.71%
18/11/2024 63.67% 0.02 CHF 0.03 CHF 500,000 75,000 500,000 63,971 8,721 CHF 2,013 CHF 100.00% 100.00%
15/11/2024 37.32% 0.03 CHF 0.04 CHF 500,000 50,000 500,000 50,000 19,490 CHF 2,847 CHF 83.19% 83.19%
14/11/2024 28.52% 0.05 CHF 0.06 CHF 500,000 50,000 500,000 50,000 21,510 CHF 2,861 CHF 99.27% 99.27%
13/11/2024 26.92% 0.04 CHF 0.06 CHF 500,000 50,000 491,287 49,685 27,233 CHF 3,591 CHF 95.44% 95.44%
12/11/2024 22.58% 0.07 CHF 0.09 CHF 459,510 50,000 464,196 50,000 33,786 CHF 4,571 CHF 87.29% 87.29%
11/11/2024 19.90% 0.09 CHF 0.11 CHF 420,268 50,000 426,217 50,000 35,189 CHF 5,036 CHF 99.46% 99.46%
08/11/2024 18.08% 0.09 CHF 0.10 CHF 408,701 50,000 423,037 50,000 35,615 CHF 5,041 CHF 100.00% 100.00%
07/11/2024 20.10% 0.09 CHF 0.10 CHF 413,820 50,000 409,197 48,746 36,550 CHF 5,318 CHF 99.05% 99.05%

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