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 5.44% 0.24 CHF 0.25 CHF 205,543 50,000 196,997 50,000 49,321 CHF 13,226 CHF 61.07% 61.07%
22/11/2024 4.49% 0.24 CHF 0.25 CHF 211,168 50,000 208,936 50,000 48,147 CHF 12,052 CHF 56.41% 56.41%
20/11/2024 4.63% 0.25 CHF 0.26 CHF 202,939 50,000 200,869 50,000 49,067 CHF 12,798 CHF 90.52% 90.52%
19/11/2024 5.25% 0.23 CHF 0.25 CHF 209,903 50,000 215,712 50,000 48,026 CHF 11,735 CHF 99.40% 99.40%
18/11/2024 5.91% 0.23 CHF 0.24 CHF 213,841 50,000 212,639 43,384 48,171 CHF 10,401 CHF 100.00% 100.00%
15/11/2024 5.75% 0.21 CHF 0.22 CHF 222,631 50,000 205,290 50,000 48,677 CHF 12,603 CHF 100.00% 100.00%
14/11/2024 4.45% 0.26 CHF 0.27 CHF 192,512 50,000 194,693 50,000 50,365 CHF 13,526 CHF 99.52% 99.52%
13/11/2024 5.64% 0.26 CHF 0.27 CHF 192,507 50,000 185,374 48,007 50,080 CHF 13,709 CHF 30.74% 30.74%
12/11/2024 4.14% 0.29 CHF 0.30 CHF 180,000 50,000 166,759 50,000 51,730 CHF 16,180 CHF 66.96% 66.96%
11/11/2024 4.60% 0.30 CHF 0.32 CHF 170,000 50,000 170,291 50,000 51,160 CHF 15,731 CHF 73.67% 73.67%

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