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 0.14% 35.65 CHF 35.70 CHF 5,500 5,500 5,483 5,483 199,611 CHF 199,885 CHF 100.00% 100.00%
19/11/2024 0.15% 34.70 CHF 34.75 CHF 5,700 5,700 5,677 5,677 192,065 CHF 192,349 CHF 100.00% 100.00%
18/11/2024 0.15% 34.25 CHF 34.30 CHF 5,800 5,800 5,776 5,776 195,361 CHF 195,649 CHF 100.00% 100.00%
15/11/2024 0.15% 33.15 CHF 33.20 CHF 5,500 5,500 5,475 5,475 186,058 CHF 186,332 CHF 99.90% 99.90%
14/11/2024 0.14% 35.30 CHF 35.35 CHF 5,500 5,500 5,538 5,538 194,213 CHF 194,490 CHF 100.00% 100.00%
13/11/2024 0.15% 34.70 CHF 34.75 CHF 5,600 5,600 5,564 5,564 189,525 CHF 189,803 CHF 100.00% 100.00%
12/11/2024 0.14% 35.85 CHF 35.90 CHF 5,300 5,300 5,278 5,278 191,091 CHF 191,355 CHF 100.00% 100.00%
11/11/2024 0.13% 36.45 CHF 36.50 CHF 5,400 5,400 5,378 5,378 200,350 CHF 200,619 CHF 100.00% 100.00%
08/11/2024 0.14% 36.50 CHF 36.55 CHF 5,400 5,400 5,378 5,378 196,279 CHF 196,548 CHF 99.19% 99.19%
07/11/2024 0.14% 35.85 CHF 35.90 CHF 6,000 6,000 6,012 6,012 209,174 CHF 209,475 CHF 100.00% 100.00%

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