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 1.88% 0.52 CHF 0.53 CHF 450,000 150,000 461,141 153,714 243,382 CHF 82,665 CHF 99.37% 99.37%
19/11/2024 2.04% 0.49 CHF 0.50 CHF 600,000 200,000 593,418 197,806 288,557 CHF 98,164 CHF 99.37% 99.37%
18/11/2024 2.00% 0.51 CHF 0.52 CHF 600,000 200,000 566,133 188,711 280,645 CHF 95,436 CHF 99.26% 99.26%
15/11/2024 1.90% 0.51 CHF 0.52 CHF 600,000 200,000 486,991 162,330 253,419 CHF 86,096 CHF 99.38% 99.38%
14/11/2024 1.93% 0.52 CHF 0.53 CHF 450,000 150,000 542,565 180,855 278,768 CHF 94,731 CHF 99.36% 99.36%
13/11/2024 1.95% 0.49 CHF 0.50 CHF 600,000 200,000 578,312 192,771 293,174 CHF 99,652 CHF 99.37% 99.37%
12/11/2024 1.88% 0.50 CHF 0.51 CHF 600,000 200,000 494,989 164,996 259,473 CHF 88,141 CHF 99.38% 99.38%
11/11/2024 1.77% 0.56 CHF 0.57 CHF 450,000 150,000 450,000 150,000 251,302 CHF 85,268 CHF 99.37% 99.37%
08/11/2024 1.78% 0.56 CHF 0.57 CHF 450,000 150,000 450,000 150,000 250,480 CHF 84,993 CHF 99.37% 99.37%
07/11/2024 1.88% 0.55 CHF 0.56 CHF 450,000 150,000 450,000 150,000 237,884 CHF 80,795 CHF 98.38% 98.38%

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