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 7.98% 0.21 CHF 0.23 CHF 173,431 75,000 174,460 75,000 37,303 CHF 17,420 CHF 100.00% 100.00%
19/11/2024 7.02% 0.23 CHF 0.25 CHF 167,035 75,000 155,737 75,000 39,689 CHF 20,553 CHF 100.00% 100.00%
18/11/2024 7.16% 0.29 CHF 0.31 CHF 143,648 50,000 139,925 43,766 44,686 CHF 14,867 CHF 88.43% 88.43%
15/11/2024 5.27% 0.35 CHF 0.37 CHF 137,534 50,000 137,952 50,000 48,067 CHF 18,420 CHF 51.48% 51.48%
14/11/2024 3.88% 0.46 CHF 0.48 CHF 119,005 50,000 101,465 50,000 52,761 CHF 27,201 CHF 89.22% 89.22%
13/11/2024 3.59% 0.62 CHF 0.64 CHF 90,000 50,000 93,502 49,696 52,741 CHF 29,214 CHF 97.02% 97.02%
12/11/2024 2.81% 0.69 CHF 0.71 CHF 80,000 50,000 74,333 50,000 53,508 CHF 37,063 CHF 100.00% 100.00%
11/11/2024 2.89% 0.73 CHF 0.75 CHF 70,000 50,000 73,384 50,000 52,896 CHF 37,141 CHF 96.53% 96.53%
08/11/2024 3.04% 0.68 CHF 0.70 CHF 80,000 50,000 81,503 50,000 52,762 CHF 33,394 CHF 92.92% 92.92%
07/11/2024 3.26% 0.65 CHF 0.67 CHF 80,000 50,000 80,020 48,703 51,710 CHF 32,499 CHF 99.12% 99.12%

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