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 4.43% 0.23 CHF 0.24 CHF 1,617,900 1,617,900 513,469 513,469 119,314 CHF 124,483 CHF 99.90% 99.90%
19/11/2024 3.67% 0.26 CHF 0.27 CHF 1,436,800 1,436,800 459,293 459,293 123,261 CHF 127,860 CHF 100.00% 100.00%
18/11/2024 3.23% 0.28 CHF 0.29 CHF 1,249,500 1,249,500 398,390 398,390 120,567 CHF 124,556 CHF 99.87% 99.87%
15/11/2024 3.38% 0.31 CHF 0.32 CHF 1,418,600 1,418,600 439,591 439,591 133,178 CHF 137,580 CHF 100.00% 100.00%
14/11/2024 3.45% 0.29 CHF 0.30 CHF 1,297,000 1,297,000 413,631 413,631 119,380 CHF 123,522 CHF 100.00% 100.00%
13/11/2024 3.26% 0.30 CHF 0.31 CHF 1,212,100 1,212,100 400,412 400,412 121,244 CHF 125,253 CHF 100.00% 100.00%
12/11/2024 3.00% 0.33 CHF 0.34 CHF 1,164,200 1,164,200 371,634 371,634 121,810 CHF 125,532 CHF 100.00% 100.00%
11/11/2024 2.89% 0.34 CHF 0.35 CHF 1,091,100 1,091,100 348,407 348,407 120,053 CHF 123,541 CHF 100.00% 100.00%
08/11/2024 2.88% 0.36 CHF 0.37 CHF 1,154,500 1,154,500 366,209 366,209 129,000 CHF 132,667 CHF 100.00% 100.00%
07/11/2024 2.65% 0.36 CHF 0.37 CHF 1,036,800 1,036,800 330,647 330,647 123,403 CHF 126,714 CHF 100.00% 100.00%

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