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 0.11% 36.56 CHF 36.58 CHF 32,000 32,000 17,492 17,492 610,264 CHF 610,845 CHF 99.94% 99.94%
20/11/2024 0.11% 33.99 CHF 34.01 CHF 34,000 34,000 17,773 17,773 615,977 CHF 616,563 CHF 99.90% 99.90%
19/11/2024 0.11% 34.77 CHF 34.79 CHF 33,000 33,000 17,786 17,786 603,788 CHF 604,374 CHF 99.54% 99.54%
18/11/2024 0.11% 34.97 CHF 34.99 CHF 33,000 33,000 17,571 17,571 612,234 CHF 612,816 CHF 98.20% 98.20%
15/11/2024 0.13% 31.52 CHF 31.54 CHF 36,000 36,000 19,135 19,135 588,591 CHF 589,225 CHF 99.46% 99.46%
14/11/2024 0.12% 31.50 CHF 31.52 CHF 36,000 36,000 18,343 18,343 595,878 CHF 596,477 CHF 98.87% 98.87%
13/11/2024 0.12% 32.73 CHF 32.75 CHF 35,000 35,000 17,989 17,989 601,857 CHF 602,449 CHF 99.34% 99.34%
12/11/2024 0.11% 34.14 CHF 34.16 CHF 34,000 34,000 17,002 17,002 589,766 CHF 590,301 CHF 96.10% 96.10%
11/11/2024 0.11% 35.96 CHF 35.98 CHF 32,000 32,000 17,717 17,717 611,891 CHF 612,476 CHF 99.05% 99.05%
08/11/2024 0.11% 30.64 CHF 30.66 CHF 36,000 36,000 19,692 19,692 570,409 CHF 570,940 CHF 100.00% 100.00%

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