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 4.00% 0.23 CHF 0.24 CHF 197,464 100,000 196,160 100,000 48,201 CHF 25,578 CHF 62.56% 62.56%
19/11/2024 4.95% 0.21 CHF 0.22 CHF 199,193 100,000 200,189 100,000 39,511 CHF 20,739 CHF 100.00% 100.00%
18/11/2024 4.23% 0.23 CHF 0.24 CHF 197,559 100,000 198,014 100,000 45,818 CHF 24,140 CHF 100.00% 100.00%
15/11/2024 4.96% 0.19 CHF 0.20 CHF 201,687 100,000 201,533 100,000 39,695 CHF 20,700 CHF 100.00% 100.00%
14/11/2024 5.43% 0.20 CHF 0.21 CHF 201,436 100,000 203,104 100,000 36,476 CHF 18,963 CHF 99.22% 99.22%
13/11/2024 5.61% 0.17 CHF 0.18 CHF 203,359 100,000 202,213 99,159 35,463 CHF 18,386 CHF 99.36% 99.36%
12/11/2024 4.65% 0.16 CHF 0.17 CHF 203,372 100,000 198,618 100,000 42,066 CHF 22,202 CHF 97.72% 97.72%
11/11/2024 2.96% 0.31 CHF 0.32 CHF 170,000 100,000 155,552 100,000 51,849 CHF 34,377 CHF 100.00% 100.00%
08/11/2024 3.03% 0.32 CHF 0.33 CHF 160,000 100,000 159,375 100,000 51,772 CHF 33,511 CHF 100.00% 100.00%
07/11/2024 3.24% 0.34 CHF 0.35 CHF 150,000 100,000 169,647 99,775 51,557 CHF 31,514 CHF 93.94% 93.94%

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