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
25/11/2024 6.70% 0.85 CHF 0.91 CHF 47,275 20,000 47,822 20,000 39,417 CHF 17,630 CHF 100.00% 100.00%
22/11/2024 7.18% 0.79 CHF 0.85 CHF 48,690 20,000 49,270 20,000 37,573 CHF 16,390 CHF 100.00% 100.00%
20/11/2024 7.65% 0.65 CHF 0.70 CHF 52,296 20,000 50,682 20,000 35,732 CHF 15,236 CHF 100.00% 100.00%
19/11/2024 4.61% 0.67 CHF 0.70 CHF 51,881 20,000 52,348 20,000 34,600 CHF 13,849 CHF 100.00% 100.00%
18/11/2024 5.59% 0.68 CHF 0.71 CHF 52,178 20,000 52,658 17,243 34,598 CHF 11,975 CHF 100.00% 100.00%
15/11/2024 4.51% 0.71 CHF 0.74 CHF 51,727 20,000 51,158 20,000 36,995 CHF 15,131 CHF 100.00% 100.00%
14/11/2024 4.19% 0.78 CHF 0.81 CHF 49,998 20,000 50,506 20,000 38,444 CHF 15,879 CHF 99.22% 99.22%
13/11/2024 4.77% 0.71 CHF 0.74 CHF 51,891 20,000 52,810 19,750 35,520 CHF 13,942 CHF 99.36% 99.36%
12/11/2024 4.33% 0.70 CHF 0.73 CHF 52,271 20,000 50,981 20,000 37,711 CHF 15,451 CHF 100.00% 100.00%
11/11/2024 3.74% 0.79 CHF 0.82 CHF 49,777 20,000 48,428 20,000 41,239 CHF 17,695 CHF 100.00% 100.00%

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