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 0.87% 90.60 % 91.40 % 500,000 500,000 500,000 500,000 457,393 CHF 461,393 CHF 97.95% 97.95%
19/11/2024 1.09% 91.30 % 92.30 % 500,000 500,000 500,000 500,000 456,439 CHF 461,439 CHF 100.00% 100.00%
18/11/2024 1.09% 91.80 % 92.80 % 500,000 500,000 500,000 500,000 456,740 CHF 461,740 CHF 100.00% 100.00%
15/11/2024 0.86% 92.30 % 93.10 % 500,000 500,000 500,000 500,000 464,147 CHF 468,147 CHF 100.00% 100.00%
14/11/2024 0.85% 94.10 % 94.90 % 500,000 500,000 500,000 500,000 469,850 CHF 473,850 CHF 100.00% 100.00%
13/11/2024 1.04% 94.90 % 95.90 % 500,000 500,000 500,000 500,000 476,455 CHF 481,455 CHF 100.00% 100.00%
12/11/2024 1.04% 95.60 % 96.60 % 500,000 500,000 500,000 500,000 480,434 CHF 485,434 CHF 100.00% 100.00%
11/11/2024 0.82% 96.90 % 97.70 % 500,000 500,000 500,000 500,000 485,241 CHF 489,241 CHF 100.00% 100.00%
08/11/2024 0.83% 96.40 % 97.20 % 500,000 500,000 500,000 500,000 482,041 CHF 486,041 CHF 100.00% 100.00%
07/11/2024 1.03% 96.90 % 97.90 % 500,000 500,000 500,000 500,000 484,921 CHF 489,921 CHF 99.23% 99.23%

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