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 2.48% 0.41 CHF 0.42 CHF 130,000 100,000 129,518 100,000 51,541 CHF 40,804 CHF 99.00% 99.00%
19/11/2024 3.00% 0.34 CHF 0.35 CHF 150,000 100,000 158,138 100,000 51,951 CHF 33,870 CHF 100.00% 100.00%
18/11/2024 3.02% 0.32 CHF 0.33 CHF 160,000 100,000 158,644 100,000 51,821 CHF 33,699 CHF 100.00% 100.00%
15/11/2024 2.71% 0.32 CHF 0.33 CHF 160,000 100,000 142,765 100,000 52,040 CHF 37,555 CHF 100.00% 100.00%
14/11/2024 2.33% 0.41 CHF 0.42 CHF 130,000 100,000 121,490 100,000 51,471 CHF 43,388 CHF 99.22% 99.22%
13/11/2024 2.16% 0.48 CHF 0.49 CHF 110,000 100,000 112,946 99,160 52,275 CHF 46,927 CHF 99.36% 99.36%
12/11/2024 1.89% 0.53 CHF 0.54 CHF 100,000 100,000 103,485 100,000 54,506 CHF 54,034 CHF 100.00% 100.00%
11/11/2024 2.32% 0.42 CHF 0.43 CHF 120,000 100,000 121,930 100,000 51,956 CHF 43,645 CHF 99.41% 99.41%
08/11/2024 2.60% 0.36 CHF 0.37 CHF 140,000 100,000 136,761 100,000 51,865 CHF 39,064 CHF 100.00% 100.00%
07/11/2024 2.25% 0.43 CHF 0.44 CHF 120,000 100,000 116,824 97,395 52,593 CHF 44,896 CHF 98.73% 98.73%

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