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 4.05% 0.46 CHF 0.48 CHF 110,000 50,000 116,915 50,000 52,459 CHF 23,378 CHF 14.13% 89.78%
19/11/2024 4.34% 0.41 CHF 0.43 CHF 130,000 50,000 121,627 50,000 52,083 CHF 22,384 CHF 98.83% 98.83%
18/11/2024 5.80% 0.41 CHF 0.43 CHF 130,000 50,000 122,893 44,435 46,305 CHF 17,689 CHF 99.09% 99.09%
15/11/2024 5.44% 0.34 CHF 0.36 CHF 150,000 50,000 150,000 50,000 49,314 CHF 17,357 CHF 99.73% 99.73%
14/11/2024 6.01% 0.32 CHF 0.34 CHF 150,000 50,000 150,000 50,000 44,305 CHF 15,678 CHF 97.08% 97.08%
13/11/2024 5.85% 0.30 CHF 0.32 CHF 150,000 50,000 149,093 49,698 44,641 CHF 15,769 CHF 97.16% 97.16%
12/11/2024 5.73% 0.29 CHF 0.30 CHF 150,000 50,000 150,000 50,000 47,054 CHF 16,608 CHF 98.02% 98.02%
11/11/2024 5.64% 0.35 CHF 0.37 CHF 150,000 50,000 99,879 41,256 36,516 CHF 15,895 CHF 100.00% 100.00%
08/11/2024 7.07% 0.25 CHF 0.26 CHF 150,000 50,000 150,000 50,000 36,959 CHF 13,220 CHF 100.00% 100.00%
07/11/2024 8.37% 0.27 CHF 0.29 CHF 150,000 50,000 78,566 35,229 22,148 CHF 10,448 CHF 94.47% 94.47%

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