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
22/11/2024 0.10% 39.75 CHF 39.77 CHF 32,000 32,000 17,497 17,497 666,090 CHF 666,671 CHF 99.94% 99.94%
20/11/2024 0.10% 37.15 CHF 37.17 CHF 34,000 34,000 17,773 17,773 672,054 CHF 672,641 CHF 99.90% 99.90%
19/11/2024 0.11% 37.92 CHF 37.94 CHF 33,000 33,000 17,786 17,786 659,752 CHF 660,338 CHF 99.54% 99.54%
18/11/2024 0.10% 38.12 CHF 38.14 CHF 33,000 33,000 17,571 17,571 667,733 CHF 668,316 CHF 98.20% 98.20%
15/11/2024 0.12% 34.69 CHF 34.71 CHF 36,000 36,000 19,135 19,135 649,121 CHF 649,755 CHF 99.46% 99.46%
14/11/2024 0.11% 34.67 CHF 34.69 CHF 36,000 36,000 18,340 18,340 653,802 CHF 654,401 CHF 98.81% 98.81%
13/11/2024 0.11% 35.88 CHF 35.90 CHF 35,000 35,000 17,988 17,988 658,363 CHF 658,954 CHF 99.34% 99.34%
12/11/2024 0.10% 37.28 CHF 37.30 CHF 34,000 34,000 16,979 16,979 642,238 CHF 642,772 CHF 96.29% 96.29%
11/11/2024 0.10% 39.09 CHF 39.11 CHF 32,000 32,000 17,728 17,728 667,772 CHF 668,357 CHF 99.14% 99.14%
08/11/2024 0.10% 33.74 CHF 33.76 CHF 36,000 36,000 19,690 19,690 631,409 CHF 631,940 CHF 100.00% 100.00%

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