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 0.42% 14.33 CHF 14.39 CHF 3,800 3,800 3,698 3,698 53,258 CHF 53,480 CHF 100.00% 100.00%
19/11/2024 0.42% 13.96 CHF 14.02 CHF 3,700 3,700 3,595 3,595 50,960 CHF 51,176 CHF 100.00% 100.00%
18/11/2024 0.42% 14.50 CHF 14.56 CHF 3,800 3,800 3,699 3,699 52,792 CHF 53,014 CHF 100.00% 100.00%
15/11/2024 0.42% 14.17 CHF 14.23 CHF 3,900 3,900 3,791 3,791 53,679 CHF 53,906 CHF 100.00% 100.00%
14/11/2024 0.45% 13.64 CHF 13.70 CHF 3,900 3,900 3,798 3,798 50,343 CHF 50,571 CHF 99.35% 99.35%
13/11/2024 0.43% 13.63 CHF 13.69 CHF 3,900 3,900 3,798 3,798 52,851 CHF 53,079 CHF 100.00% 100.00%
12/11/2024 0.42% 13.65 CHF 13.71 CHF 3,500 3,500 3,387 3,387 48,256 CHF 48,459 CHF 98.86% 100.00%
11/11/2024 0.43% 15.50 CHF 15.57 CHF 3,200 3,200 3,117 3,117 50,702 CHF 50,920 CHF 99.93% 99.93%
08/11/2024 0.44% 16.40 CHF 16.48 CHF 2,700 2,700 2,550 2,550 45,856 CHF 46,060 CHF 100.00% 100.00%
07/11/2024 0.38% 21.41 CHF 21.49 CHF 2,800 2,800 2,726 2,726 57,122 CHF 57,340 CHF 98.41% 98.41%

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