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 38.90% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 20,823 CHF 7,706 CHF 100.00% 100.00%
19/11/2024 37.19% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 22,106 CHF 8,027 CHF 99.91% 99.91%
18/11/2024 33.33% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 25,000 CHF 8,750 CHF 99.87% 99.87%
15/11/2024 32.09% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 26,306 CHF 9,076 CHF 100.00% 100.00%
14/11/2024 29.26% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 29,438 CHF 9,859 CHF 100.00% 100.00%
13/11/2024 30.96% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 27,491 CHF 9,373 CHF 100.00% 100.00%
12/11/2024 26.15% 0.03 CHF 0.04 CHF 1,000,000 250,000 992,817 250,000 33,167 CHF 10,849 CHF 99.70% 99.70%
11/11/2024 21.56% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 41,578 CHF 12,895 CHF 99.83% 99.83%
08/11/2024 23.32% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 252,188 38,034 CHF 12,125 CHF 100.00% 100.00%
07/11/2024 19.39% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 335,215 46,693 CHF 19,172 CHF 99.90% 99.90%

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