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 2.50% 0.37 CHF 0.38 CHF 150,000 150,000 67,519 67,519 27,428 CHF 28,105 CHF 99.90% 99.90%
19/11/2024 2.61% 0.43 CHF 0.44 CHF 152,000 152,000 67,625 67,625 27,287 CHF 27,964 CHF 100.00% 100.00%
18/11/2024 3.11% 0.35 CHF 0.36 CHF 150,000 150,000 65,036 65,036 21,057 CHF 21,709 CHF 99.63% 99.63%
15/11/2024 1.98% 0.36 CHF 0.37 CHF 150,000 150,000 49,862 49,862 22,269 CHF 22,769 CHF 98.89% 98.89%
14/11/2024 3.13% 0.47 CHF 0.48 CHF 152,000 152,000 70,784 70,784 30,239 CHF 30,958 CHF 53.95% 94.95%
13/11/2024 - 0.88 CHF - CHF 168,000 0 0 0 0 CHF 0 CHF 0.00% 99.78%
12/11/2024 - 0.94 CHF - CHF 170,000 0 0 0 0 CHF 0 CHF 0.00% 100.00%
11/11/2024 1.05% 0.94 CHF 0.95 CHF 170,000 170,000 52,444 52,444 50,710 CHF 51,236 CHF 79.64% 99.90%
08/11/2024 1.03% 0.99 CHF 1.00 CHF 174,000 174,000 78,029 78,029 77,165 CHF 77,947 CHF 100.00% 100.00%
07/11/2024 1.04% 0.97 CHF 0.98 CHF 174,000 174,000 77,459 77,459 75,441 CHF 76,217 CHF 99.85% 99.85%

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