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 18.08% 0.05 CHF 0.06 CHF 1,000,000 500,000 993,368 492,106 50,007 CHF 29,720 CHF 99.39% 99.39%
19/11/2024 17.46% 0.06 CHF 0.07 CHF 850,000 425,000 938,338 456,139 49,221 CHF 28,587 CHF 99.11% 99.11%
18/11/2024 21.86% 0.05 CHF 0.06 CHF 1,000,000 250,000 984,652 250,000 40,195 CHF 12,703 CHF 99.28% 99.28%
15/11/2024 19.70% 0.05 CHF 0.06 CHF 1,000,000 250,000 994,848 288,310 45,590 CHF 16,220 CHF 98.68% 98.68%
14/11/2024 21.95% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 40,612 CHF 12,653 CHF 99.26% 99.26%
13/11/2024 18.76% 0.05 CHF 0.06 CHF 1,000,000 250,000 893,158 367,207 43,062 CHF 21,624 CHF 99.13% 99.13%
12/11/2024 17.69% 0.05 CHF 0.06 CHF 500,000 250,000 486,080 237,537 25,095 CHF 14,682 CHF 99.11% 99.11%
11/11/2024 17.22% 0.05 CHF 0.06 CHF 500,000 250,000 466,984 236,073 24,794 CHF 14,908 CHF 99.31% 99.31%
08/11/2024 11.65% 0.07 CHF 0.08 CHF 363,000 188,000 313,915 159,941 25,411 CHF 14,535 CHF 99.45% 99.45%
07/11/2024 11.49% 0.08 CHF 0.09 CHF 338,000 175,000 306,779 158,263 25,180 CHF 14,571 CHF 98.06% 98.06%

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