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 0.83% 95.10 % 95.90 % 500,000 500,000 500,000 500,000 477,211 CHF 481,211 CHF 98.58% 98.58%
19/11/2024 0.84% 95.30 % 96.10 % 500,000 500,000 500,000 500,000 476,934 CHF 480,934 CHF 100.00% 100.00%
18/11/2024 0.84% 95.00 % 95.80 % 500,000 500,000 500,000 500,000 475,084 CHF 479,084 CHF 100.00% 100.00%
15/11/2024 0.83% 95.00 % 95.80 % 500,000 500,000 500,000 500,000 477,864 CHF 481,864 CHF 100.00% 100.00%
14/11/2024 0.82% 97.50 % 98.30 % 500,000 500,000 500,000 500,000 487,223 CHF 491,223 CHF 100.00% 100.00%
13/11/2024 0.83% 96.50 % 97.30 % 500,000 500,000 500,000 500,000 481,206 CHF 485,206 CHF 100.00% 100.00%
12/11/2024 0.82% 97.10 % 97.90 % 500,000 500,000 500,000 500,000 487,094 CHF 491,094 CHF 100.00% 100.00%
11/11/2024 0.81% 98.00 % 98.80 % 500,000 500,000 500,000 500,000 490,606 CHF 494,606 CHF 100.00% 100.00%
08/11/2024 0.82% 97.50 % 98.30 % 500,000 500,000 500,000 500,000 487,226 CHF 491,226 CHF 100.00% 100.00%
07/11/2024 0.81% 97.80 % 98.60 % 500,000 500,000 500,000 500,000 490,307 CHF 494,307 CHF 99.76% 99.76%

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