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 0.68% 1.56 CHF 1.57 CHF 52,000 52,000 28,613 28,613 43,446 CHF 43,733 CHF 99.90% 99.90%
19/11/2024 0.69% 1.49 CHF 1.50 CHF 52,000 52,000 28,701 28,701 42,361 CHF 42,649 CHF 98.91% 98.91%
18/11/2024 0.74% 1.40 CHF 1.41 CHF 52,000 52,000 28,599 28,599 39,400 CHF 39,687 CHF 99.59% 99.59%
15/11/2024 0.76% 1.32 CHF 1.33 CHF 52,000 52,000 28,569 28,569 38,386 CHF 38,673 CHF 99.89% 99.89%
14/11/2024 0.79% 1.36 CHF 1.37 CHF 52,000 52,000 29,300 29,300 38,193 CHF 38,486 CHF 98.84% 98.84%
13/11/2024 0.73% 1.34 CHF 1.35 CHF 52,000 52,000 28,652 28,652 39,539 CHF 39,826 CHF 100.00% 100.00%
12/11/2024 0.74% 1.39 CHF 1.40 CHF 52,000 52,000 26,705 26,705 36,978 CHF 37,246 CHF 100.00% 100.00%
11/11/2024 0.66% 1.45 CHF 1.46 CHF 52,000 52,000 28,421 28,421 43,774 CHF 44,061 CHF 99.93% 99.93%
08/11/2024 1.18% 1.63 CHF 1.64 CHF 52,000 52,000 19,657 19,657 32,005 CHF 32,221 CHF 100.00% 100.00%
07/11/2024 0.72% 1.66 CHF 1.67 CHF 48,000 48,000 23,246 23,246 38,104 CHF 38,355 CHF 98.68% 98.68%

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