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 1.90% 0.50 CHF 0.51 CHF 300,000 100,000 300,000 100,000 156,299 CHF 53,100 CHF 88.89% 88.89%
19/11/2024 2.01% 0.48 CHF 0.49 CHF 300,000 100,000 300,129 100,043 148,512 CHF 50,504 CHF 95.10% 95.10%
18/11/2024 1.85% 0.55 CHF 0.56 CHF 300,000 100,000 300,000 100,000 160,323 CHF 54,441 CHF 94.41% 94.41%
15/11/2024 1.86% 0.54 CHF 0.55 CHF 300,000 100,000 300,000 100,000 160,100 CHF 54,367 CHF 93.20% 93.20%
14/11/2024 1.96% 0.52 CHF 0.53 CHF 300,000 100,000 300,000 100,000 151,577 CHF 51,526 CHF 97.47% 97.47%
13/11/2024 1.89% 0.49 CHF 0.50 CHF 300,000 100,000 309,813 103,271 162,365 CHF 55,154 CHF 98.68% 98.68%
12/11/2024 1.90% 0.48 CHF 0.49 CHF 450,000 150,000 318,766 106,255 165,776 CHF 56,321 CHF 95.23% 95.23%
11/11/2024 1.66% 0.59 CHF 0.60 CHF 300,000 100,000 300,000 100,000 178,930 CHF 60,643 CHF 95.46% 95.46%
08/11/2024 1.76% 0.55 CHF 0.56 CHF 300,000 100,000 300,000 100,000 168,612 CHF 57,204 CHF 96.56% 96.56%
07/11/2024 1.65% 0.60 CHF 0.61 CHF 300,000 100,000 300,000 100,000 181,019 CHF 61,340 CHF 97.47% 97.47%

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