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% 66.60 % 68.20 % 500,000 500,000 495,030 495,030 342,676 CHF 350,556 CHF 99.37% 99.37%
19/11/2024 2.09% 71.00 % 72.50 % 500,000 500,000 500,000 500,000 353,719 CHF 361,196 CHF 100.00% 100.00%
18/11/2024 2.11% 69.90 % 71.40 % 500,000 500,000 500,000 500,000 351,764 CHF 359,261 CHF 100.00% 100.00%
15/11/2024 1.99% 72.60 % 74.20 % 500,000 500,000 500,000 500,000 374,291 CHF 381,829 CHF 99.04% 99.04%
14/11/2024 - 78.30 % - % 500,000 0 0 0 0 CHF 0 CHF 0.00% 99.10%
13/11/2024 - 74.90 % - % 500,000 0 0 0 0 CHF 0 CHF 0.00% 99.46%
12/11/2024 - 75.60 % - % 500,000 0 0 0 0 CHF 0 CHF 0.00% 93.51%
11/11/2024 - 84.10 % - % 500,000 0 0 0 0 CHF 0 CHF 0.00% 100.00%
08/11/2024 0.35% 86.60 % 86.90 % 500,000 500,000 500,000 500,000 422,823 CHF 424,323 CHF 100.00% 100.00%
07/11/2024 0.35% 82.40 % 82.70 % 500,000 500,000 499,642 499,642 423,718 CHF 425,218 CHF 73.71% 73.71%

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