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 1.92% 0.49 CHF 0.50 CHF 225,000 225,000 225,000 225,000 116,277 CHF 118,527 CHF 97.86% 97.86%
19/11/2024 2.03% 0.49 CHF 0.50 CHF 225,000 225,000 225,000 225,000 109,714 CHF 111,964 CHF 98.68% 98.68%
18/11/2024 1.87% 0.54 CHF 0.55 CHF 225,000 225,000 225,000 225,000 119,247 CHF 121,497 CHF 98.77% 98.77%
15/11/2024 1.78% 0.53 CHF 0.54 CHF 225,000 225,000 225,000 225,000 125,340 CHF 127,590 CHF 99.92% 99.92%
14/11/2024 1.69% 0.62 CHF 0.63 CHF 225,000 225,000 225,000 225,000 132,454 CHF 134,704 CHF 98.26% 98.26%
13/11/2024 1.76% 0.57 CHF 0.58 CHF 225,000 225,000 225,000 225,000 126,641 CHF 128,891 CHF 99.60% 99.60%
12/11/2024 1.60% 0.57 CHF 0.58 CHF 225,000 225,000 228,438 228,438 141,513 CHF 143,798 CHF 100.00% 100.00%
11/11/2024 1.45% 0.68 CHF 0.69 CHF 375,000 375,000 375,000 375,000 256,718 CHF 260,468 CHF 100.00% 100.00%
08/11/2024 1.56% 0.63 CHF 0.64 CHF 375,000 375,000 375,302 375,302 239,110 CHF 242,863 CHF 84.81% 84.81%
07/11/2024 1.42% 0.69 CHF 0.70 CHF 375,000 375,000 375,575 375,575 263,397 CHF 267,152 CHF 100.00% 100.00%

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