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 0.55% 1.86 CHF 1.87 CHF 200,000 200,000 198,962 198,925 366,089 CHF 368,010 CHF 98.11% 99.97%
20/11/2024 0.53% 1.87 CHF 1.88 CHF 200,000 200,000 198,963 198,928 374,294 CHF 376,220 CHF 98.13% 99.98%
19/11/2024 0.56% 1.81 CHF 1.82 CHF 200,000 200,000 198,952 198,921 357,090 CHF 359,025 CHF 96.85% 98.70%
18/11/2024 0.54% 1.85 CHF 1.86 CHF 200,000 200,000 198,971 198,922 368,401 CHF 370,300 CHF 98.13% 99.97%
15/11/2024 0.53% 1.84 CHF 1.85 CHF 200,000 200,000 200,000 200,000 374,593 CHF 376,593 CHF 70.86% 70.86%
14/11/2024 0.53% 1.90 CHF 1.91 CHF 200,000 200,000 198,966 198,919 378,537 CHF 380,437 CHF 98.13% 99.98%
13/11/2024 0.55% 1.85 CHF 1.86 CHF 200,000 200,000 198,812 196,779 366,011 CHF 364,236 CHF 91.30% 92.09%
12/11/2024 0.56% 1.82 CHF 1.83 CHF 200,000 200,000 198,879 198,053 359,267 CHF 359,747 CHF 98.61% 99.96%
11/11/2024 0.56% 1.79 CHF 1.80 CHF 200,000 200,000 198,142 195,826 353,299 CHF 351,119 CHF 99.82% 99.95%
08/11/2024 0.59% 1.72 CHF 1.73 CHF 200,000 200,000 198,985 197,058 340,117 CHF 338,785 CHF 99.17% 99.97%

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