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 3.90% 0.24 CHF 0.25 CHF 278,100 278,100 276,956 276,956 69,655 CHF 72,424 CHF 100.00% 100.00%
19/11/2024 4.34% 0.23 CHF 0.24 CHF 259,700 259,700 258,727 258,727 58,488 CHF 61,075 CHF 100.00% 100.00%
18/11/2024 4.09% 0.25 CHF 0.26 CHF 260,800 260,800 259,724 259,724 62,237 CHF 64,834 CHF 100.00% 100.00%
15/11/2024 3.51% 0.26 CHF 0.27 CHF 233,400 233,400 229,441 229,441 64,272 CHF 66,566 CHF 100.00% 100.00%
14/11/2024 3.46% 0.29 CHF 0.30 CHF 233,300 233,300 237,003 237,003 67,432 CHF 69,802 CHF 100.00% 100.00%
13/11/2024 3.51% 0.27 CHF 0.28 CHF 237,300 237,300 232,887 232,887 65,168 CHF 67,497 CHF 100.00% 100.00%
12/11/2024 3.25% 0.27 CHF 0.28 CHF 193,600 193,600 185,588 185,588 56,234 CHF 58,090 CHF 99.85% 99.85%
11/11/2024 2.66% 0.37 CHF 0.38 CHF 210,500 210,500 209,630 209,630 77,740 CHF 79,836 CHF 99.68% 99.68%
08/11/2024 3.11% 0.29 CHF 0.30 CHF 184,100 184,100 183,358 183,358 58,132 CHF 59,966 CHF 99.19% 99.19%
07/11/2024 2.87% 0.36 CHF 0.37 CHF 240,700 240,700 239,907 239,907 82,878 CHF 85,278 CHF 99.39% 99.39%

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