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
16/05/2024 24.49% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 35,919 CHF 11,480 CHF 99.06% 99.06%
15/05/2024 20.87% 0.04 CHF 0.05 CHF 1,000,000 250,000 992,241 282,244 42,878 CHF 15,215 CHF 99.17% 99.17%
14/05/2024 17.01% 0.06 CHF 0.07 CHF 925,000 475,000 941,657 480,288 50,688 CHF 30,665 CHF 98.88% 98.88%
13/05/2024 15.32% 0.07 CHF 0.08 CHF 925,000 475,000 838,712 426,901 50,593 CHF 30,020 CHF 99.18% 99.18%
10/05/2024 19.03% 0.06 CHF 0.07 CHF 925,000 475,000 980,724 333,495 46,801 CHF 19,680 CHF 96.50% 96.50%
08/05/2024 11.97% 0.08 CHF 0.09 CHF 725,000 375,000 640,224 331,849 50,301 CHF 29,390 CHF 99.18% 99.18%
07/05/2024 10.84% 0.08 CHF 0.09 CHF 600,000 300,000 584,412 302,228 51,005 CHF 29,414 CHF 98.91% 98.91%
06/05/2024 11.18% 0.09 CHF 0.10 CHF 575,000 300,000 599,025 304,825 50,626 CHF 28,801 CHF 98.98% 98.98%
03/05/2024 9.26% 0.11 CHF 0.12 CHF 475,000 475,000 492,818 484,183 50,811 CHF 54,857 CHF 98.58% 98.58%
02/05/2024 8.09% 0.11 CHF 0.12 CHF 475,000 475,000 431,202 431,202 51,197 CHF 55,509 CHF 98.83% 98.83%

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