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 0.22% 4.49 CHF 4.50 CHF 250,000 250,000 93,419 93,419 422,972 CHF 423,909 CHF 95.88% 95.88%
19/11/2024 0.55% 4.42 CHF 4.43 CHF 250,000 250,000 78,153 78,153 340,550 CHF 341,748 CHF 90.17% 90.17%
18/11/2024 0.24% 4.28 CHF 4.29 CHF 250,000 250,000 95,999 95,999 406,838 CHF 407,799 CHF 87.42% 87.42%
15/11/2024 0.23% 4.41 CHF 4.42 CHF 250,000 250,000 93,268 93,268 418,217 CHF 419,152 CHF 93.69% 93.69%
14/11/2024 0.22% 4.66 CHF 4.67 CHF 230,000 230,000 88,780 88,780 410,156 CHF 411,047 CHF 96.02% 96.02%
13/11/2024 0.22% 4.58 CHF 4.59 CHF 250,000 250,000 88,433 88,433 407,360 CHF 408,246 CHF 93.09% 93.09%
12/11/2024 0.52% 4.60 CHF 4.61 CHF 230,000 230,000 64,693 64,693 294,975 CHF 296,075 CHF 95.59% 95.59%
11/11/2024 0.23% 4.51 CHF 4.52 CHF 250,000 250,000 90,839 90,839 411,730 CHF 412,643 CHF 95.45% 95.45%
08/11/2024 0.26% 4.54 CHF 4.55 CHF 250,000 250,000 88,776 88,776 404,858 CHF 405,759 CHF 94.94% 94.94%
07/11/2024 0.23% 4.54 CHF 4.55 CHF 250,000 250,000 97,060 97,060 437,686 CHF 438,661 CHF 98.15% 98.15%

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