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 2.87% 0.30 CHF 0.31 CHF 900,000 300,000 900,000 300,000 309,611 CHF 106,204 CHF 99.09% 99.09%
19/11/2024 3.29% 0.36 CHF 0.37 CHF 900,000 300,000 902,671 302,671 270,513 CHF 93,678 CHF 88.37% 88.37%
18/11/2024 3.75% 0.26 CHF 0.27 CHF 1,000,000 400,000 999,455 399,455 261,966 CHF 108,689 CHF 97.39% 97.39%
15/11/2024 3.65% 0.24 CHF 0.25 CHF 1,000,000 400,000 960,529 360,529 258,960 CHF 100,386 CHF 90.16% 90.16%
14/11/2024 2.22% 0.46 CHF 0.47 CHF 750,000 250,000 750,000 250,000 334,404 CHF 113,968 CHF 98.98% 98.98%
13/11/2024 2.80% 0.42 CHF 0.43 CHF 750,000 250,000 898,227 299,409 317,858 CHF 108,947 CHF 99.04% 99.04%
12/11/2024 2.70% 0.35 CHF 0.36 CHF 900,000 300,000 900,000 300,000 329,466 CHF 112,822 CHF 99.31% 99.31%
11/11/2024 2.48% 0.38 CHF 0.39 CHF 900,000 300,000 864,774 288,258 344,576 CHF 117,741 CHF 99.34% 99.34%
08/11/2024 2.38% 0.45 CHF 0.46 CHF 750,000 250,000 790,181 263,394 328,116 CHF 112,006 CHF 98.16% 98.16%
07/11/2024 2.88% 0.35 CHF 0.36 CHF 900,000 300,000 900,000 300,000 308,156 CHF 105,719 CHF 97.42% 97.42%

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