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 0.58% 1.67 CHF 1.68 CHF 167,200 167,200 168,286 168,286 288,809 CHF 290,492 CHF 100.00% 100.00%
19/11/2024 0.59% 1.71 CHF 1.72 CHF 169,000 169,000 165,750 165,750 281,774 CHF 283,431 CHF 100.00% 100.00%
18/11/2024 0.57% 1.75 CHF 1.76 CHF 163,600 163,600 161,247 161,247 283,140 CHF 284,753 CHF 100.00% 100.00%
15/11/2024 0.56% 1.76 CHF 1.77 CHF 159,800 159,800 161,603 161,603 289,720 CHF 291,336 CHF 100.00% 100.00%
14/11/2024 0.56% 1.79 CHF 1.80 CHF 162,900 162,900 162,478 162,478 286,988 CHF 288,612 CHF 99.79% 99.79%
13/11/2024 0.56% 1.72 CHF 1.73 CHF 162,200 162,200 164,132 164,132 291,046 CHF 292,687 CHF 100.00% 100.00%
12/11/2024 0.57% 1.75 CHF 1.76 CHF 165,400 165,400 163,893 163,893 288,240 CHF 289,879 CHF 100.00% 100.00%
11/11/2024 0.56% 1.78 CHF 1.79 CHF 162,900 162,900 161,090 161,090 287,338 CHF 288,949 CHF 100.00% 100.00%
08/11/2024 0.55% 1.79 CHF 1.80 CHF 159,900 159,900 156,704 156,704 284,447 CHF 286,014 CHF 100.00% 100.00%
07/11/2024 0.53% 1.86 CHF 1.87 CHF 154,600 154,600 159,407 159,407 300,556 CHF 302,150 CHF 100.00% 100.00%

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