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 2.30% 1.00 CHF 1.01 CHF 195,000 195,000 86,996 86,996 87,379 CHF 88,954 CHF 99.89% 99.89%
19/11/2024 2.26% 1.02 CHF 1.03 CHF 195,000 195,000 80,363 80,363 83,790 CHF 85,234 CHF 100.00% 100.00%
18/11/2024 1.70% 1.09 CHF 1.10 CHF 200,000 200,000 89,572 89,572 99,610 CHF 101,012 CHF 99.89% 99.89%
15/11/2024 1.56% 1.14 CHF 1.15 CHF 205,000 205,000 91,451 91,451 104,707 CHF 106,094 CHF 99.90% 99.90%
14/11/2024 2.02% 1.11 CHF 1.12 CHF 200,000 200,000 68,836 68,836 75,924 CHF 76,960 CHF 100.00% 100.00%
13/11/2024 2.28% 1.06 CHF 1.07 CHF 200,000 200,000 87,823 87,823 90,499 CHF 92,082 CHF 100.00% 100.00%
12/11/2024 2.42% 1.03 CHF 1.04 CHF 195,000 195,000 86,095 86,095 83,721 CHF 85,272 CHF 99.87% 99.87%
11/11/2024 2.61% 0.94 CHF 0.95 CHF 190,000 190,000 83,942 83,942 75,882 CHF 77,396 CHF 99.58% 99.58%
08/11/2024 2.57% 0.91 CHF 0.92 CHF 190,000 190,000 85,321 85,321 77,279 CHF 78,820 CHF 99.20% 99.20%
07/11/2024 2.44% 0.91 CHF 0.92 CHF 190,000 190,000 85,399 85,399 79,677 CHF 81,225 CHF 100.00% 100.00%

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