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 0.23% 4.33 CHF 4.34 CHF 43,500 43,500 43,091 43,091 188,859 CHF 189,290 CHF 100.00% 100.00%
19/11/2024 0.23% 4.31 CHF 4.32 CHF 44,000 44,000 43,235 43,235 187,632 CHF 188,065 CHF 98.93% 98.93%
18/11/2024 0.23% 4.37 CHF 4.38 CHF 43,500 43,500 43,509 43,509 188,341 CHF 188,776 CHF 100.00% 100.00%
15/11/2024 0.23% 4.32 CHF 4.33 CHF 44,000 44,000 44,095 44,095 188,852 CHF 189,292 CHF 71.88% 71.88%
14/11/2024 0.24% 4.25 CHF 4.26 CHF 44,500 44,500 44,105 44,105 184,787 CHF 185,229 CHF 100.00% 100.00%
13/11/2024 0.25% 4.12 CHF 4.13 CHF 44,500 44,500 44,526 44,526 182,727 CHF 183,173 CHF 99.57% 99.57%
12/11/2024 0.25% 4.02 CHF 4.03 CHF 45,000 45,000 44,481 44,481 182,202 CHF 182,648 CHF 100.00% 100.00%
11/11/2024 0.24% 4.21 CHF 4.22 CHF 44,500 44,500 44,081 44,081 185,024 CHF 185,465 CHF 100.00% 100.00%
08/11/2024 0.25% 4.06 CHF 4.07 CHF 45,000 45,000 44,579 44,579 181,867 CHF 182,314 CHF 100.00% 100.00%
07/11/2024 0.24% 4.18 CHF 4.19 CHF 45,000 45,000 44,337 44,337 186,357 CHF 186,801 CHF 100.00% 100.00%

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