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 0.04% 23.64 CHF 23.65 CHF 60,000 60,000 22,655 22,655 538,316 CHF 538,544 CHF 98.60% 98.60%
19/11/2024 0.04% 23.31 CHF 23.32 CHF 60,000 60,000 23,618 23,618 544,241 CHF 544,478 CHF 96.70% 96.70%
18/11/2024 0.05% 22.79 CHF 22.80 CHF 60,000 60,000 23,131 23,131 522,773 CHF 523,005 CHF 96.74% 96.74%
15/11/2024 0.04% 23.29 CHF 23.30 CHF 60,000 60,000 23,053 23,053 543,752 CHF 543,983 CHF 98.00% 98.00%
14/11/2024 0.04% 24.28 CHF 24.29 CHF 55,000 55,000 21,679 21,679 523,358 CHF 523,575 CHF 98.79% 98.79%
13/11/2024 0.04% 23.95 CHF 23.96 CHF 60,000 60,000 21,885 21,885 526,491 CHF 526,710 CHF 98.39% 98.39%
12/11/2024 0.04% 24.03 CHF 24.04 CHF 55,000 55,000 22,131 22,131 527,080 CHF 527,302 CHF 98.65% 98.65%
11/11/2024 0.04% 23.66 CHF 23.67 CHF 60,000 60,000 22,907 22,907 543,867 CHF 544,096 CHF 99.11% 99.11%
08/11/2024 0.04% 23.74 CHF 23.75 CHF 60,000 60,000 22,856 22,856 544,505 CHF 544,734 CHF 99.13% 99.13%
07/11/2024 0.04% 23.71 CHF 23.72 CHF 60,000 60,000 23,624 23,624 557,882 CHF 558,119 CHF 99.39% 99.39%

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