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 0.05% 21.82 CHF 21.83 CHF 60,000 60,000 23,100 23,100 506,832 CHF 507,064 CHF 99.78% 99.78%
19/11/2024 0.05% 21.50 CHF 21.51 CHF 60,000 60,000 23,811 23,811 505,552 CHF 505,790 CHF 97.53% 97.53%
18/11/2024 0.05% 20.98 CHF 20.99 CHF 60,000 60,000 23,284 23,284 483,836 CHF 484,069 CHF 98.78% 98.78%
15/11/2024 0.05% 21.47 CHF 21.48 CHF 60,000 60,000 23,572 23,572 512,917 CHF 513,153 CHF 99.42% 99.42%
14/11/2024 0.05% 22.47 CHF 22.48 CHF 55,000 55,000 22,065 22,065 492,487 CHF 492,708 CHF 99.95% 99.95%
13/11/2024 0.05% 22.14 CHF 22.15 CHF 60,000 60,000 22,368 22,368 497,666 CHF 497,890 CHF 99.94% 99.94%
12/11/2024 0.05% 22.22 CHF 22.23 CHF 55,000 55,000 22,559 22,559 496,711 CHF 496,937 CHF 99.95% 99.95%
11/11/2024 0.05% 21.86 CHF 21.87 CHF 60,000 60,000 23,160 23,160 508,170 CHF 508,402 CHF 99.81% 99.81%
08/11/2024 0.05% 21.95 CHF 21.96 CHF 60,000 60,000 23,157 23,157 510,382 CHF 510,614 CHF 99.96% 99.96%
07/11/2024 0.05% 21.92 CHF 21.93 CHF 60,000 60,000 23,774 23,774 518,997 CHF 519,235 CHF 99.76% 99.76%

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