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 0.24% 20.75 CHF 20.80 CHF 40,000 40,000 39,765 39,765 837,367 CHF 839,357 CHF 99.61% 99.61%
19/11/2024 0.24% 20.80 CHF 20.85 CHF 40,000 40,000 39,874 39,874 823,192 CHF 825,186 CHF 98.64% 98.64%
18/11/2024 0.24% 20.90 CHF 20.95 CHF 40,000 40,000 39,670 39,670 823,763 CHF 825,748 CHF 99.88% 99.88%
15/11/2024 0.24% 20.85 CHF 20.90 CHF 40,000 40,000 40,000 40,000 844,512 CHF 846,512 CHF 73.13% 73.13%
14/11/2024 0.23% 21.70 CHF 21.75 CHF 40,000 40,000 39,626 39,624 865,288 CHF 867,227 CHF 100.00% 100.00%
13/11/2024 0.23% 21.70 CHF 21.75 CHF 40,000 40,000 39,810 39,810 860,172 CHF 862,163 CHF 98.65% 98.65%
12/11/2024 0.23% 21.65 CHF 21.70 CHF 40,000 40,000 39,627 39,624 861,334 CHF 863,249 CHF 100.00% 100.00%
11/11/2024 0.23% 21.80 CHF 21.85 CHF 40,000 40,000 39,648 39,648 865,922 CHF 867,906 CHF 99.95% 99.95%
08/11/2024 0.24% 21.55 CHF 21.60 CHF 40,000 40,000 39,685 39,685 847,575 CHF 849,561 CHF 99.84% 99.84%
07/11/2024 0.24% 21.20 CHF 21.25 CHF 40,000 40,000 39,805 39,805 841,352 CHF 843,344 CHF 99.50% 99.50%

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