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 0.16% 6.26 CHF 6.27 CHF 39,500 39,500 38,856 38,856 245,592 CHF 245,981 CHF 100.00% 100.00%
19/11/2024 0.16% 6.25 CHF 6.26 CHF 39,500 39,500 39,171 39,171 245,909 CHF 246,301 CHF 98.92% 98.92%
18/11/2024 0.16% 6.31 CHF 6.32 CHF 39,500 39,500 39,204 39,204 245,671 CHF 246,064 CHF 100.00% 100.00%
15/11/2024 0.16% 6.26 CHF 6.27 CHF 39,500 39,500 39,905 39,905 248,222 CHF 248,621 CHF 72.11% 72.11%
14/11/2024 0.16% 6.19 CHF 6.20 CHF 40,000 40,000 40,090 40,090 245,642 CHF 246,044 CHF 100.00% 100.00%
13/11/2024 0.17% 6.05 CHF 6.06 CHF 41,000 41,000 40,730 40,730 246,008 CHF 246,415 CHF 99.57% 99.57%
12/11/2024 0.17% 5.95 CHF 5.96 CHF 41,500 41,500 40,766 40,766 245,980 CHF 246,388 CHF 100.00% 100.00%
11/11/2024 0.16% 6.15 CHF 6.16 CHF 40,500 40,500 40,121 40,121 246,097 CHF 246,499 CHF 100.00% 100.00%
08/11/2024 0.17% 6.00 CHF 6.01 CHF 41,500 41,500 41,002 41,002 246,638 CHF 247,049 CHF 100.00% 100.00%
07/11/2024 0.16% 6.12 CHF 6.13 CHF 40,500 40,500 40,072 40,072 245,917 CHF 246,318 CHF 100.00% 100.00%

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