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 0.25% 20.20 CHF 20.25 CHF 5,100 5,100 5,052 5,052 102,930 CHF 103,183 CHF 100.00% 100.00%
19/11/2024 0.25% 19.95 CHF 20.00 CHF 5,200 5,200 5,111 5,111 102,098 CHF 102,354 CHF 98.92% 98.92%
18/11/2024 0.25% 20.10 CHF 20.15 CHF 5,100 5,100 5,097 5,097 102,318 CHF 102,573 CHF 100.00% 100.00%
15/11/2024 0.26% 19.85 CHF 19.90 CHF 5,200 5,200 5,252 5,252 102,817 CHF 103,079 CHF 72.17% 72.17%
14/11/2024 0.26% 20.15 CHF 20.20 CHF 5,200 5,200 5,168 5,168 101,502 CHF 101,761 CHF 100.00% 100.00%
13/11/2024 0.25% 20.15 CHF 20.20 CHF 5,100 5,100 5,105 5,105 102,807 CHF 103,063 CHF 99.37% 99.37%
12/11/2024 0.25% 19.65 CHF 19.70 CHF 5,200 5,200 5,151 5,151 102,638 CHF 102,896 CHF 100.00% 100.00%
11/11/2024 0.25% 20.40 CHF 20.45 CHF 5,100 5,100 5,052 5,052 103,426 CHF 103,678 CHF 100.00% 100.00%
08/11/2024 0.25% 20.35 CHF 20.40 CHF 5,100 5,100 5,054 5,054 102,875 CHF 103,128 CHF 100.00% 100.00%
07/11/2024 0.24% 20.60 CHF 20.65 CHF 5,100 5,100 5,052 5,052 104,587 CHF 104,840 CHF 100.00% 100.00%

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