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 0.35% 5.69 CHF 5.71 CHF 33,600 33,600 33,526 33,526 193,497 CHF 194,168 CHF 100.00% 100.00%
19/11/2024 0.34% 5.73 CHF 5.75 CHF 31,600 31,600 31,536 31,536 183,274 CHF 183,905 CHF 100.00% 100.00%
18/11/2024 0.32% 6.33 CHF 6.35 CHF 31,700 31,700 31,700 31,700 199,330 CHF 199,964 CHF 100.00% 100.00%
15/11/2024 0.32% 6.10 CHF 6.12 CHF 30,500 30,500 30,218 30,218 189,498 CHF 190,103 CHF 100.00% 100.00%
14/11/2024 0.31% 6.50 CHF 6.52 CHF 31,100 31,100 31,307 31,307 199,265 CHF 199,891 CHF 100.00% 100.00%
13/11/2024 0.33% 6.12 CHF 6.14 CHF 31,400 31,400 31,214 31,214 191,765 CHF 192,389 CHF 100.00% 100.00%
12/11/2024 0.32% 6.19 CHF 6.21 CHF 29,800 29,800 29,800 29,800 187,560 CHF 188,156 CHF 99.86% 99.86%
11/11/2024 0.30% 6.60 CHF 6.62 CHF 29,500 29,500 29,285 29,285 196,437 CHF 197,022 CHF 99.66% 99.66%
08/11/2024 0.30% 6.61 CHF 6.63 CHF 29,000 29,000 28,907 28,907 193,019 CHF 193,597 CHF 98.70% 98.70%
07/11/2024 0.29% 6.79 CHF 6.81 CHF 28,800 28,800 28,800 28,800 198,148 CHF 198,724 CHF 100.00% 100.00%

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