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 0.53% 1.95 CHF 1.96 CHF 280,000 280,000 114,130 114,130 221,290 CHF 222,434 CHF 99.89% 99.89%
19/11/2024 0.54% 1.93 CHF 1.94 CHF 280,000 280,000 110,684 110,684 210,161 CHF 211,270 CHF 99.95% 99.95%
18/11/2024 0.53% 1.92 CHF 1.93 CHF 280,000 280,000 107,078 107,078 204,061 CHF 205,133 CHF 99.89% 99.89%
15/11/2024 0.54% 1.92 CHF 1.93 CHF 280,000 280,000 111,180 111,180 210,676 CHF 211,792 CHF 100.00% 100.00%
14/11/2024 0.55% 1.83 CHF 1.84 CHF 270,000 270,000 109,048 109,048 201,183 CHF 202,275 CHF 99.76% 99.76%
13/11/2024 0.53% 1.91 CHF 1.92 CHF 280,000 280,000 113,501 113,501 218,485 CHF 219,622 CHF 100.00% 100.00%
12/11/2024 0.54% 1.94 CHF 1.95 CHF 280,000 280,000 111,402 111,402 211,395 CHF 212,511 CHF 99.95% 99.95%
11/11/2024 0.58% 1.84 CHF 1.85 CHF 270,000 270,000 102,891 102,891 182,797 CHF 183,828 CHF 99.36% 99.36%
08/11/2024 0.59% 1.72 CHF 1.73 CHF 260,000 260,000 103,100 103,100 178,818 CHF 179,851 CHF 99.53% 99.53%
07/11/2024 0.56% 1.75 CHF 1.76 CHF 260,000 260,000 108,126 108,126 193,309 CHF 194,393 CHF 99.86% 99.86%

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