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 0.28% 3.61 CHF 3.62 CHF 250,000 250,000 89,938 89,938 328,541 CHF 329,443 CHF 95.06% 95.06%
19/11/2024 0.69% 3.54 CHF 3.55 CHF 250,000 250,000 78,370 78,370 273,130 CHF 274,328 CHF 87.72% 87.72%
18/11/2024 0.30% 3.40 CHF 3.41 CHF 250,000 250,000 95,616 95,616 321,360 CHF 322,318 CHF 88.14% 88.14%
15/11/2024 0.28% 3.54 CHF 3.55 CHF 250,000 250,000 93,313 93,313 336,269 CHF 337,203 CHF 94.00% 94.00%
14/11/2024 0.28% 3.78 CHF 3.79 CHF 230,000 230,000 87,677 87,677 327,745 CHF 328,625 CHF 93.33% 93.33%
13/11/2024 0.27% 3.70 CHF 3.71 CHF 250,000 250,000 87,663 87,663 327,001 CHF 327,879 CHF 92.10% 92.10%
12/11/2024 0.65% 3.73 CHF 3.74 CHF 230,000 230,000 63,685 63,685 234,591 CHF 235,679 CHF 92.56% 92.56%
11/11/2024 0.28% 3.64 CHF 3.65 CHF 250,000 250,000 90,642 90,642 331,844 CHF 332,754 CHF 92.85% 92.85%
08/11/2024 0.32% 3.67 CHF 3.68 CHF 250,000 250,000 88,660 88,660 327,682 CHF 328,582 CHF 92.02% 92.02%
07/11/2024 0.28% 3.67 CHF 3.68 CHF 250,000 250,000 94,966 94,966 345,830 CHF 346,783 CHF 96.63% 96.63%

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