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 3.16% 0.29 CHF 0.30 CHF 1,306,400 1,306,400 1,285,800 1,285,800 400,948 CHF 413,806 CHF 99.45% 99.45%
19/11/2024 3.02% 0.34 CHF 0.35 CHF 1,272,100 1,272,100 1,312,840 1,312,840 428,731 CHF 441,860 CHF 100.00% 100.00%
18/11/2024 3.11% 0.33 CHF 0.34 CHF 1,339,900 1,339,900 1,285,680 1,285,680 408,038 CHF 420,895 CHF 98.78% 98.78%
15/11/2024 3.04% 0.31 CHF 0.32 CHF 1,249,600 1,249,600 1,310,840 1,310,840 426,404 CHF 439,512 CHF 98.67% 98.67%
14/11/2024 3.20% 0.33 CHF 0.34 CHF 1,350,200 1,350,200 1,179,320 1,179,320 361,570 CHF 373,275 CHF 100.00% 100.00%
13/11/2024 2.61% 0.34 CHF 0.35 CHF 1,065,600 1,065,600 1,080,670 1,080,670 410,060 CHF 420,866 CHF 100.00% 100.00%
12/11/2024 2.57% 0.38 CHF 0.39 CHF 1,090,800 1,090,800 1,040,930 1,040,930 399,604 CHF 410,013 CHF 99.82% 99.82%
11/11/2024 2.30% 0.42 CHF 0.43 CHF 1,007,900 1,007,900 841,766 841,766 360,593 CHF 369,010 CHF 99.74% 99.74%
08/11/2024 1.72% 0.53 CHF 0.54 CHF 733,400 733,400 729,875 729,875 419,942 CHF 427,241 CHF 99.16% 99.16%
07/11/2024 1.68% 0.61 CHF 0.62 CHF 727,500 727,500 804,802 804,802 473,304 CHF 481,352 CHF 99.96% 99.96%

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