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 11.31% 0.09 CHF 0.10 CHF 600,000 300,000 605,249 307,891 50,486 CHF 28,751 CHF 99.39% 99.39%
19/11/2024 11.29% 0.09 CHF 0.10 CHF 575,000 300,000 597,618 310,839 50,023 CHF 29,109 CHF 99.09% 99.09%
18/11/2024 12.37% 0.08 CHF 0.09 CHF 625,000 325,000 661,473 343,298 50,191 CHF 29,479 CHF 99.27% 99.27%
15/11/2024 13.32% 0.07 CHF 0.08 CHF 675,000 350,000 720,285 372,905 50,498 CHF 29,882 CHF 99.39% 99.39%
14/11/2024 17.79% 0.07 CHF 0.08 CHF 850,000 425,000 925,832 340,717 47,790 CHF 21,844 CHF 99.34% 99.34%
13/11/2024 19.96% 0.05 CHF 0.06 CHF 1,000,000 250,000 994,146 260,394 44,857 CHF 14,378 CHF 99.39% 99.39%
12/11/2024 22.09% 0.05 CHF 0.06 CHF 1,000,000 250,000 994,612 250,000 40,295 CHF 12,628 CHF 99.06% 99.06%
11/11/2024 24.63% 0.03 CHF 0.04 CHF 1,000,000 250,000 978,955 245,646 34,899 CHF 11,213 CHF 99.22% 99.22%

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