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 2.29% 0.41 CHF 0.42 CHF 130,000 100,000 121,447 100,000 52,353 CHF 44,133 CHF 98.98% 98.98%
19/11/2024 2.61% 0.39 CHF 0.40 CHF 130,000 100,000 139,156 100,000 52,576 CHF 38,792 CHF 100.00% 100.00%
18/11/2024 2.39% 0.41 CHF 0.42 CHF 130,000 100,000 125,567 100,000 51,838 CHF 42,308 CHF 100.00% 100.00%
15/11/2024 2.61% 0.37 CHF 0.38 CHF 140,000 100,000 137,849 100,000 52,077 CHF 38,805 CHF 100.00% 100.00%
14/11/2024 2.73% 0.38 CHF 0.39 CHF 140,000 100,000 141,862 100,000 51,311 CHF 37,187 CHF 99.22% 99.22%
13/11/2024 2.77% 0.35 CHF 0.36 CHF 150,000 100,000 144,669 99,159 51,464 CHF 36,282 CHF 99.36% 99.36%
12/11/2024 2.51% 0.34 CHF 0.35 CHF 150,000 100,000 131,685 100,000 51,720 CHF 40,385 CHF 100.00% 100.00%
11/11/2024 1.93% 0.49 CHF 0.50 CHF 110,000 100,000 100,942 100,000 51,911 CHF 52,450 CHF 100.00% 100.00%
08/11/2024 1.96% 0.50 CHF 0.51 CHF 100,000 100,000 100,826 100,000 51,026 CHF 51,622 CHF 100.00% 100.00%
07/11/2024 2.07% 0.52 CHF 0.53 CHF 100,000 100,000 107,445 97,396 51,857 CHF 48,211 CHF 98.73% 98.73%

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