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 1.44% 0.67 CHF 0.68 CHF 600,000 200,000 599,590 199,863 412,700 CHF 139,565 CHF 98.93% 98.93%
19/11/2024 1.43% 0.71 CHF 0.72 CHF 600,000 200,000 598,234 199,411 414,606 CHF 140,196 CHF 96.51% 96.51%
18/11/2024 1.39% 0.73 CHF 0.74 CHF 600,000 200,000 477,647 159,216 341,194 CHF 115,324 CHF 94.16% 94.16%
15/11/2024 1.48% 0.71 CHF 0.72 CHF 600,000 200,000 575,009 191,670 385,771 CHF 130,507 CHF 90.74% 90.74%
14/11/2024 1.55% 0.64 CHF 0.65 CHF 600,000 200,000 600,000 200,000 383,045 CHF 129,682 CHF 94.64% 94.64%
13/11/2024 1.56% 0.63 CHF 0.64 CHF 600,000 200,000 599,972 199,991 382,726 CHF 129,575 CHF 83.14% 83.14%
12/11/2024 1.73% 0.59 CHF 0.60 CHF 600,000 200,000 600,000 200,000 344,211 CHF 116,737 CHF 91.87% 91.87%
11/11/2024 1.91% 0.56 CHF 0.57 CHF 600,000 200,000 600,000 200,000 311,586 CHF 105,862 CHF 82.30% 82.30%
08/11/2024 1.81% 0.53 CHF 0.54 CHF 600,000 200,000 600,000 200,000 328,002 CHF 111,334 CHF 89.17% 89.17%
07/11/2024 1.80% 0.55 CHF 0.56 CHF 600,000 200,000 531,666 177,222 293,059 CHF 99,459 CHF 80.47% 80.47%

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