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 0.76% 1.29 CHF 1.30 CHF 40,000 25,000 40,000 25,000 52,394 CHF 32,996 CHF 100.00% 100.00%
19/11/2024 0.73% 1.30 CHF 1.31 CHF 40,000 25,000 40,001 25,000 54,433 CHF 34,270 CHF 100.00% 100.00%
18/11/2024 0.76% 1.42 CHF 1.43 CHF 40,000 25,000 40,953 25,000 53,443 CHF 32,914 CHF 100.00% 100.00%
15/11/2024 1.04% 1.25 CHF 1.26 CHF 40,000 25,000 31,030 20,444 40,003 CHF 26,712 CHF 100.00% 100.00%
14/11/2024 0.73% 1.42 CHF 1.43 CHF 40,000 25,000 40,000 25,000 54,382 CHF 34,239 CHF 99.44% 99.44%
13/11/2024 0.84% 1.51 CHF 1.52 CHF 40,000 25,000 43,662 24,280 54,423 CHF 30,788 CHF 98.42% 98.42%
12/11/2024 0.58% 1.49 CHF 1.51 CHF 12,500 12,500 29,356 24,525 52,923 CHF 44,444 CHF 99.23% 99.23%
11/11/2024 0.51% 1.94 CHF 1.95 CHF 30,000 25,000 30,000 25,000 58,357 CHF 48,881 CHF 100.00% 100.00%
08/11/2024 0.55% 1.85 CHF 1.86 CHF 30,000 25,000 30,000 25,000 54,869 CHF 45,974 CHF 100.00% 100.00%
07/11/2024 0.56% 1.84 CHF 1.85 CHF 30,000 25,000 30,000 24,221 55,902 CHF 45,405 CHF 99.06% 99.06%

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