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 0.37% 13.39 CHF 13.41 CHF 150,000 150,000 123,009 123,009 1,668,460 CHF 1,671,170 CHF 100.00% 100.00%
19/11/2024 0.39% 13.27 CHF 13.29 CHF 150,000 150,000 122,964 122,964 1,610,780 CHF 1,613,480 CHF 100.00% 100.00%
18/11/2024 0.38% 12.83 CHF 12.85 CHF 150,000 150,000 122,982 122,982 1,601,680 CHF 1,604,380 CHF 100.00% 100.00%
15/11/2024 0.37% 13.35 CHF 13.37 CHF 150,000 150,000 123,040 123,040 1,682,360 CHF 1,685,060 CHF 100.00% 100.00%
14/11/2024 0.40% 13.42 CHF 13.44 CHF 150,000 150,000 123,224 123,224 1,596,150 CHF 1,598,860 CHF 99.08% 99.08%
13/11/2024 0.42% 12.65 CHF 12.67 CHF 150,000 150,000 123,009 123,009 1,536,210 CHF 1,538,920 CHF 100.00% 100.00%
12/11/2024 0.45% 11.93 CHF 11.95 CHF 150,000 150,000 123,067 123,067 1,423,360 CHF 1,426,070 CHF 100.00% 100.00%
11/11/2024 0.47% 10.86 CHF 10.88 CHF 150,000 150,000 123,014 123,014 1,340,670 CHF 1,343,380 CHF 100.00% 100.00%
08/11/2024 0.46% 10.68 CHF 10.70 CHF 150,000 150,000 123,006 123,006 1,338,180 CHF 1,340,880 CHF 100.00% 100.00%
07/11/2024 0.68% 10.92 CHF 10.94 CHF 150,000 150,000 123,042 123,042 1,298,500 CHF 1,301,850 CHF 100.00% 100.00%

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