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 2.28% 1.02 CHF 1.04 CHF 50,000 20,000 54,689 20,000 54,467 CHF 20,401 CHF 76.15% 76.15%
22/11/2024 2.42% 0.97 CHF 1.00 CHF 58,851 20,000 59,612 20,000 56,519 CHF 19,429 CHF 100.00% 100.00%
20/11/2024 2.56% 0.85 CHF 0.88 CHF 60,000 20,000 59,951 20,000 54,024 CHF 18,492 CHF 100.00% 100.00%
19/11/2024 2.60% 0.86 CHF 0.89 CHF 60,000 20,000 60,547 20,000 52,121 CHF 17,677 CHF 56.26% 56.26%
18/11/2024 3.22% 0.87 CHF 0.89 CHF 60,000 20,000 60,306 17,077 51,340 CHF 15,009 CHF 94.33% 94.33%
15/11/2024 2.46% 0.89 CHF 0.92 CHF 60,000 20,000 60,000 20,000 54,422 CHF 18,594 CHF 100.00% 100.00%
14/11/2024 2.32% 0.95 CHF 0.98 CHF 59,734 20,000 59,942 20,000 56,238 CHF 19,204 CHF 99.22% 99.22%
13/11/2024 2.63% 0.89 CHF 0.92 CHF 60,000 20,000 60,071 19,727 52,105 CHF 17,572 CHF 90.78% 90.78%
12/11/2024 2.34% 0.89 CHF 0.91 CHF 60,000 20,000 60,000 20,000 55,279 CHF 18,862 CHF 100.00% 100.00%
11/11/2024 2.14% 1.00 CHF 1.02 CHF 57,880 20,000 50,009 20,000 51,606 CHF 21,085 CHF 78.26% 78.26%

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