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 4.32% 0.21 CHF 0.22 CHF 750,000 250,000 735,175 245,058 166,683 CHF 58,012 CHF 98.95% 98.95%
19/11/2024 4.35% 0.23 CHF 0.24 CHF 750,000 250,000 729,243 243,081 163,936 CHF 57,076 CHF 95.77% 95.77%
18/11/2024 3.03% 0.30 CHF 0.31 CHF 600,000 200,000 600,000 200,000 195,101 CHF 67,034 CHF 96.95% 96.95%
15/11/2024 2.70% 0.36 CHF 0.37 CHF 600,000 200,000 600,000 200,000 219,030 CHF 75,010 CHF 94.40% 94.40%
14/11/2024 2.31% 0.38 CHF 0.39 CHF 600,000 200,000 558,065 186,022 237,841 CHF 81,141 CHF 98.43% 98.43%
13/11/2024 3.96% 0.25 CHF 0.26 CHF 750,000 250,000 684,922 228,307 169,273 CHF 58,707 CHF 98.29% 98.29%
12/11/2024 3.37% 0.24 CHF 0.25 CHF 750,000 250,000 603,084 201,028 176,137 CHF 60,723 CHF 98.36% 98.36%
11/11/2024 2.76% 0.35 CHF 0.36 CHF 600,000 200,000 600,000 200,000 214,714 CHF 73,571 CHF 98.73% 98.73%
08/11/2024 2.98% 0.31 CHF 0.32 CHF 600,000 200,000 600,000 200,000 199,217 CHF 68,406 CHF 97.69% 97.69%
07/11/2024 2.75% 0.39 CHF 0.40 CHF 600,000 200,000 600,000 200,000 215,428 CHF 73,809 CHF 98.16% 98.16%

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