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 4.94% 0.20 CHF 0.21 CHF 250,000 250,000 255,949 255,949 50,562 CHF 53,121 CHF 99.80% 99.80%
19/11/2024 4.64% 0.21 CHF 0.22 CHF 250,000 250,000 250,000 250,000 52,619 CHF 55,119 CHF 99.70% 99.70%
18/11/2024 4.87% 0.20 CHF 0.21 CHF 250,000 250,000 250,000 250,000 50,091 CHF 52,591 CHF 99.70% 99.70%
15/11/2024 5.01% 0.20 CHF 0.21 CHF 250,000 250,000 263,196 263,196 51,180 CHF 53,812 CHF 99.79% 99.79%
14/11/2024 4.97% 0.19 CHF 0.20 CHF 275,000 275,000 259,979 259,979 51,017 CHF 53,617 CHF 99.80% 99.80%
13/11/2024 4.88% 0.20 CHF 0.21 CHF 250,000 250,000 250,000 250,000 50,000 CHF 52,500 CHF 99.80% 99.80%
12/11/2024 5.12% 0.20 CHF 0.21 CHF 250,000 250,000 274,162 274,163 52,149 CHF 54,891 CHF 99.49% 99.49%
11/11/2024 5.41% 0.18 CHF 0.19 CHF 300,000 300,000 300,000 300,000 54,000 CHF 57,000 CHF 99.70% 99.70%
08/11/2024 5.19% 0.19 CHF 0.20 CHF 300,000 300,000 281,838 281,838 52,861 CHF 55,679 CHF 99.81% 99.81%
07/11/2024 5.26% 0.18 CHF 0.19 CHF 300,000 300,000 287,024 287,023 53,088 CHF 55,958 CHF 95.70% 95.70%

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