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 0.84% 1.15 CHF 1.16 CHF 50,000 50,000 50,000 50,000 58,949 CHF 59,449 CHF 99.38% 99.38%
19/11/2024 0.88% 1.13 CHF 1.14 CHF 50,000 50,000 50,000 50,000 56,528 CHF 57,028 CHF 99.25% 99.25%
18/11/2024 0.89% 1.14 CHF 1.15 CHF 50,000 50,000 50,000 50,000 55,813 CHF 56,313 CHF 99.23% 99.23%
15/11/2024 0.88% 1.14 CHF 1.15 CHF 50,000 50,000 50,000 50,000 56,735 CHF 57,235 CHF 99.38% 99.38%
14/11/2024 0.85% 1.18 CHF 1.19 CHF 50,000 50,000 50,150 50,150 58,755 CHF 59,257 CHF 99.35% 99.35%
13/11/2024 1.03% 0.95 CHF 0.96 CHF 75,000 75,000 69,673 69,673 67,114 CHF 67,811 CHF 99.36% 99.36%
12/11/2024 0.93% 1.01 CHF 1.02 CHF 50,000 50,000 50,000 50,000 53,429 CHF 53,929 CHF 99.09% 99.09%
11/11/2024 0.87% 1.15 CHF 1.16 CHF 50,000 50,000 50,000 50,000 56,979 CHF 57,479 CHF 99.25% 99.25%
08/11/2024 0.92% 1.12 CHF 1.13 CHF 50,000 50,000 50,000 50,000 54,340 CHF 54,840 CHF 99.38% 99.38%
07/11/2024 0.96% 1.05 CHF 1.06 CHF 50,000 50,000 50,000 50,000 51,836 CHF 52,336 CHF 99.28% 99.28%

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