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 3.74% 0.39 CHF 0.40 CHF 130,000 100,000 130,877 100,000 51,272 CHF 40,676 CHF 100.00% 100.00%
19/11/2024 4.07% 0.37 CHF 0.39 CHF 140,000 100,000 131,883 100,000 51,996 CHF 41,138 CHF 100.00% 100.00%
18/11/2024 3.62% 0.41 CHF 0.43 CHF 130,000 100,000 124,419 100,000 51,560 CHF 42,993 CHF 100.00% 100.00%
15/11/2024 3.80% 0.40 CHF 0.42 CHF 130,000 100,000 127,490 100,000 52,152 CHF 42,516 CHF 99.99% 99.99%
14/11/2024 3.43% 0.43 CHF 0.44 CHF 120,000 100,000 122,577 100,000 51,388 CHF 43,414 CHF 99.52% 99.52%
13/11/2024 3.52% 0.42 CHF 0.44 CHF 120,000 100,000 120,585 99,147 51,280 CHF 43,674 CHF 99.32% 99.32%
12/11/2024 3.67% 0.43 CHF 0.45 CHF 120,000 100,000 120,000 100,000 52,862 CHF 45,699 CHF 100.00% 100.00%
11/11/2024 3.60% 0.45 CHF 0.47 CHF 120,000 100,000 115,257 100,000 52,391 CHF 47,143 CHF 100.00% 100.00%
08/11/2024 3.31% 0.45 CHF 0.46 CHF 120,000 100,000 120,000 100,000 53,773 CHF 46,318 CHF 100.00% 100.00%
07/11/2024 3.54% 0.46 CHF 0.48 CHF 110,000 100,000 112,668 97,408 51,339 CHF 46,009 CHF 99.13% 99.13%

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