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 0.26% 3.79 CHF 3.80 CHF 27,000 27,000 26,547 26,547 102,284 CHF 102,550 CHF 100.00% 100.00%
19/11/2024 0.26% 3.82 CHF 3.83 CHF 26,900 26,900 26,624 26,624 101,878 CHF 102,145 CHF 98.89% 98.89%
18/11/2024 0.26% 3.91 CHF 3.92 CHF 26,600 26,600 26,442 26,442 103,077 CHF 103,341 CHF 100.00% 100.00%
15/11/2024 0.25% 3.95 CHF 3.96 CHF 26,500 26,500 26,392 26,392 105,381 CHF 105,645 CHF 71.68% 71.68%
14/11/2024 0.25% 4.05 CHF 4.06 CHF 26,200 26,200 26,056 26,056 104,422 CHF 104,683 CHF 100.00% 100.00%
13/11/2024 0.25% 4.00 CHF 4.01 CHF 26,300 26,300 26,050 26,050 104,551 CHF 104,812 CHF 99.36% 99.36%
12/11/2024 0.24% 4.06 CHF 4.07 CHF 26,100 26,100 25,489 25,489 106,155 CHF 106,410 CHF 100.00% 100.00%
11/11/2024 0.24% 4.25 CHF 4.26 CHF 25,400 25,400 25,207 25,207 107,288 CHF 107,540 CHF 100.00% 100.00%
08/11/2024 0.24% 4.11 CHF 4.12 CHF 26,000 26,000 25,622 25,622 106,389 CHF 106,646 CHF 100.00% 100.00%
07/11/2024 0.24% 4.30 CHF 4.31 CHF 25,400 25,400 25,377 25,377 107,870 CHF 108,124 CHF 100.00% 100.00%

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