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 1.38% 1.54 CHF 1.56 CHF 28,300 28,300 27,960 27,960 40,214 CHF 40,773 CHF 100.00% 100.00%
19/11/2024 1.34% 1.49 CHF 1.51 CHF 30,900 30,900 30,909 30,909 45,807 CHF 46,426 CHF 100.00% 100.00%
18/11/2024 1.45% 1.36 CHF 1.38 CHF 32,000 32,000 32,113 32,113 44,015 CHF 44,657 CHF 100.00% 100.00%
15/11/2024 1.60% 1.29 CHF 1.31 CHF 34,900 34,900 34,594 34,594 42,944 CHF 43,636 CHF 100.00% 100.00%
14/11/2024 1.63% 1.16 CHF 1.18 CHF 33,000 33,000 33,142 33,142 40,368 CHF 41,030 CHF 100.00% 100.00%
13/11/2024 1.64% 1.23 CHF 1.25 CHF 36,200 36,200 36,099 36,099 43,758 CHF 44,480 CHF 100.00% 100.00%
12/11/2024 1.91% 1.15 CHF 1.17 CHF 44,100 44,100 43,365 43,365 45,058 CHF 45,925 CHF 100.00% 100.00%
11/11/2024 2.10% 0.94 CHF 0.96 CHF 34,900 34,900 34,953 34,953 32,952 CHF 33,651 CHF 100.00% 100.00%
08/11/2024 1.82% 1.13 CHF 1.15 CHF 44,100 44,100 43,796 43,796 47,723 CHF 48,599 CHF 99.19% 99.19%
07/11/2024 1.99% 0.94 CHF 0.96 CHF 34,300 34,300 34,453 34,453 34,419 CHF 35,108 CHF 100.00% 100.00%

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