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 0.17% 5.91 CHF 5.92 CHF 42,000 42,000 41,313 41,313 246,483 CHF 246,896 CHF 100.00% 100.00%
19/11/2024 0.17% 5.90 CHF 5.91 CHF 42,000 42,000 41,662 41,662 246,783 CHF 247,200 CHF 98.91% 98.91%
18/11/2024 0.17% 5.95 CHF 5.96 CHF 42,000 42,000 41,725 41,725 246,696 CHF 247,114 CHF 100.00% 100.00%
15/11/2024 0.17% 5.90 CHF 5.91 CHF 42,000 42,000 42,445 42,445 248,913 CHF 249,337 CHF 72.09% 72.09%
14/11/2024 0.17% 5.84 CHF 5.85 CHF 42,500 42,500 42,800 42,800 247,075 CHF 247,503 CHF 100.00% 100.00%
13/11/2024 0.18% 5.70 CHF 5.71 CHF 43,500 43,500 43,451 43,451 247,036 CHF 247,471 CHF 99.57% 99.57%
12/11/2024 0.18% 5.60 CHF 5.61 CHF 44,500 44,500 43,480 43,480 246,959 CHF 247,394 CHF 100.00% 100.00%
11/11/2024 0.17% 5.79 CHF 5.80 CHF 43,000 43,000 42,620 42,620 246,335 CHF 246,762 CHF 100.00% 100.00%
08/11/2024 0.18% 5.65 CHF 5.66 CHF 44,000 44,000 43,548 43,548 246,564 CHF 247,000 CHF 100.00% 100.00%
07/11/2024 0.17% 5.76 CHF 5.77 CHF 43,000 43,000 42,653 42,653 246,665 CHF 247,092 CHF 100.00% 100.00%

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