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% 1.43 CHF 1.44 CHF 90,400 90,400 90,235 90,235 131,955 CHF 132,857 CHF 100.00% 100.00%
19/11/2024 0.67% 1.44 CHF 1.45 CHF 81,500 81,500 81,315 81,315 120,213 CHF 121,026 CHF 100.00% 100.00%
18/11/2024 0.60% 1.68 CHF 1.69 CHF 83,100 83,100 83,100 83,100 138,215 CHF 139,046 CHF 100.00% 100.00%
15/11/2024 0.60% 1.59 CHF 1.60 CHF 77,400 77,400 76,649 76,649 127,321 CHF 128,088 CHF 100.00% 100.00%
14/11/2024 0.59% 1.75 CHF 1.76 CHF 80,700 80,700 81,253 81,253 138,026 CHF 138,839 CHF 100.00% 100.00%
13/11/2024 0.62% 1.61 CHF 1.62 CHF 80,800 80,800 80,427 80,427 129,970 CHF 130,774 CHF 100.00% 100.00%
12/11/2024 0.59% 1.63 CHF 1.64 CHF 74,800 74,800 74,800 74,800 125,395 CHF 126,143 CHF 99.86% 99.86%
11/11/2024 0.54% 1.80 CHF 1.81 CHF 74,100 74,100 73,528 73,528 135,503 CHF 136,239 CHF 99.69% 99.69%
08/11/2024 0.54% 1.81 CHF 1.82 CHF 71,900 71,900 71,644 71,644 131,424 CHF 132,140 CHF 100.00% 100.00%
07/11/2024 0.52% 1.88 CHF 1.89 CHF 71,500 71,500 71,500 71,500 137,055 CHF 137,770 CHF 100.00% 100.00%

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