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 0.48% 2.21 CHF 2.22 CHF 390,000 390,000 114,332 114,332 251,967 CHF 253,119 CHF 96.01% 98.35%
19/11/2024 0.49% 2.10 CHF 2.11 CHF 400,000 400,000 134,905 134,905 279,475 CHF 280,826 CHF 98.98% 98.98%
18/11/2024 0.52% 2.05 CHF 2.06 CHF 410,000 410,000 133,291 133,291 264,672 CHF 266,007 CHF 97.67% 97.67%
15/11/2024 0.50% 1.96 CHF 1.97 CHF 420,000 420,000 126,848 126,848 252,548 CHF 253,818 CHF 98.48% 98.48%
14/11/2024 0.51% 2.04 CHF 2.05 CHF 400,000 400,000 123,416 123,416 251,625 CHF 252,864 CHF 99.00% 99.00%
13/11/2024 0.52% 2.00 CHF 2.01 CHF 400,000 400,000 134,978 134,978 267,090 CHF 268,445 CHF 99.45% 99.45%
12/11/2024 0.54% 1.91 CHF 1.92 CHF 430,000 430,000 137,741 137,741 262,778 CHF 264,162 CHF 98.89% 98.89%
11/11/2024 0.59% 1.88 CHF 1.91 CHF 43,000 43,000 126,169 126,169 234,067 CHF 235,362 CHF 98.88% 98.88%
08/11/2024 0.56% 1.81 CHF 1.82 CHF 440,000 440,000 138,231 138,231 251,975 CHF 253,363 CHF 98.92% 98.92%
07/11/2024 0.58% 1.80 CHF 1.81 CHF 450,000 450,000 141,870 141,870 251,905 CHF 253,330 CHF 99.32% 99.32%

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