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 0.96% 1.04 CHF 1.05 CHF 450,000 150,000 450,000 150,000 464,163 CHF 156,221 CHF 99.37% 99.37%
15/05/2024 1.00% 1.01 CHF 1.02 CHF 450,000 150,000 450,000 150,000 448,067 CHF 150,856 CHF 99.38% 99.38%
14/05/2024 1.07% 0.93 CHF 0.94 CHF 450,000 150,000 450,000 150,000 419,063 CHF 141,188 CHF 99.36% 99.36%
13/05/2024 1.10% 0.92 CHF 0.93 CHF 450,000 150,000 450,000 150,000 407,050 CHF 137,183 CHF 98.80% 98.80%
10/05/2024 1.26% 0.80 CHF 0.81 CHF 600,000 200,000 536,526 178,842 423,483 CHF 142,949 CHF 99.36% 99.36%
08/05/2024 1.50% 0.65 CHF 0.66 CHF 600,000 200,000 600,000 200,000 397,229 CHF 134,410 CHF 99.37% 99.37%
07/05/2024 1.72% 0.58 CHF 0.59 CHF 600,000 200,000 600,000 200,000 345,318 CHF 117,106 CHF 98.16% 98.16%
06/05/2024 1.63% 0.62 CHF 0.63 CHF 600,000 200,000 600,000 200,000 364,324 CHF 123,441 CHF 99.38% 99.38%
03/05/2024 1.63% 0.59 CHF 0.60 CHF 600,000 200,000 600,000 200,000 365,200 CHF 123,733 CHF 99.35% 99.35%
02/05/2024 1.68% 0.58 CHF 0.59 CHF 600,000 200,000 600,000 200,000 355,021 CHF 120,340 CHF 99.36% 99.36%

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