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 3.72% 0.25 CHF 0.26 CHF 500,000 100,000 500,000 100,000 132,255 CHF 27,451 CHF 99.27% 99.27%
19/11/2024 4.33% 0.23 CHF 0.24 CHF 500,000 100,000 500,000 100,000 113,046 CHF 23,609 CHF 99.27% 99.27%
18/11/2024 3.91% 0.25 CHF 0.26 CHF 500,000 100,000 500,000 100,000 125,307 CHF 26,062 CHF 99.27% 99.27%
15/11/2024 4.34% 0.22 CHF 0.23 CHF 500,000 100,000 500,000 100,000 112,818 CHF 23,564 CHF 99.27% 99.27%
14/11/2024 4.58% 0.23 CHF 0.24 CHF 500,000 100,000 500,000 100,000 106,782 CHF 22,356 CHF 99.27% 99.27%
13/11/2024 4.67% 0.20 CHF 0.21 CHF 500,000 100,000 500,000 100,000 104,565 CHF 21,913 CHF 99.27% 99.27%
12/11/2024 4.17% 0.20 CHF 0.21 CHF 500,000 100,000 500,000 100,000 118,092 CHF 24,618 CHF 99.25% 99.25%
11/11/2024 3.02% 0.31 CHF 0.32 CHF 500,000 100,000 500,000 100,000 163,430 CHF 33,686 CHF 99.27% 99.27%
08/11/2024 3.07% 0.32 CHF 0.33 CHF 500,000 100,000 500,000 100,000 160,476 CHF 33,095 CHF 99.25% 99.25%
07/11/2024 3.64% 0.27 CHF 0.28 CHF 500,000 100,000 500,000 100,000 135,000 CHF 28,000 CHF 1.12% 1.12%

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