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 4.50% 0.21 CHF 0.22 CHF 109,727 50,000 109,401 50,000 23,771 CHF 11,365 CHF 100.00% 100.00%
19/11/2024 5.43% 0.18 CHF 0.19 CHF 111,441 50,000 111,887 50,000 20,073 CHF 9,472 CHF 99.94% 99.94%
18/11/2024 4.98% 0.19 CHF 0.20 CHF 111,206 50,000 111,132 50,000 21,804 CHF 10,311 CHF 99.64% 99.64%
15/11/2024 4.82% 0.19 CHF 0.20 CHF 111,532 50,000 111,043 50,000 22,523 CHF 10,643 CHF 100.00% 100.00%
14/11/2024 4.27% 0.23 CHF 0.24 CHF 109,287 50,000 109,276 50,000 25,087 CHF 11,980 CHF 99.44% 99.44%
13/11/2024 4.17% 0.23 CHF 0.24 CHF 108,333 50,000 108,176 49,819 25,406 CHF 12,198 CHF 98.88% 98.88%
12/11/2024 3.76% 0.25 CHF 0.26 CHF 106,856 50,000 106,286 50,000 27,760 CHF 13,560 CHF 100.00% 100.00%
11/11/2024 3.39% 0.28 CHF 0.29 CHF 104,675 50,000 104,127 50,000 30,229 CHF 15,016 CHF 100.00% 100.00%
08/11/2024 3.29% 0.29 CHF 0.30 CHF 103,396 50,000 102,831 50,000 30,764 CHF 15,460 CHF 88.69% 88.69%
07/11/2024 3.26% 0.30 CHF 0.31 CHF 102,623 50,000 102,648 48,703 31,737 CHF 15,551 CHF 99.06% 99.06%

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