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 0.52% 1.95 CHF 1.96 CHF 750,000 750,000 334,572 334,572 651,033 CHF 654,385 CHF 99.90% 99.90%
19/11/2024 0.53% 1.92 CHF 1.93 CHF 750,000 750,000 317,241 317,241 607,152 CHF 610,333 CHF 99.87% 99.87%
18/11/2024 0.52% 1.93 CHF 1.94 CHF 750,000 750,000 334,008 334,008 648,574 CHF 651,918 CHF 98.23% 98.23%
15/11/2024 0.53% 1.96 CHF 1.97 CHF 750,000 750,000 313,759 313,759 608,914 CHF 612,056 CHF 99.71% 99.71%
14/11/2024 0.54% 1.88 CHF 1.89 CHF 650,000 650,000 299,607 299,607 563,399 CHF 566,401 CHF 100.00% 100.00%
13/11/2024 0.55% 1.86 CHF 1.87 CHF 650,000 650,000 291,022 291,022 538,035 CHF 540,951 CHF 100.00% 100.00%
12/11/2024 0.55% 1.85 CHF 1.86 CHF 650,000 650,000 290,451 290,451 535,958 CHF 538,868 CHF 99.90% 99.90%
11/11/2024 0.57% 1.83 CHF 1.84 CHF 650,000 650,000 276,709 276,709 496,512 CHF 499,284 CHF 99.90% 99.90%
08/11/2024 0.60% 1.75 CHF 1.76 CHF 600,000 600,000 255,812 255,812 438,909 CHF 441,472 CHF 98.90% 98.90%
07/11/2024 0.62% 1.67 CHF 1.68 CHF 550,000 550,000 199,487 199,487 329,747 CHF 331,744 CHF 97.44% 97.44%

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