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 0.81% 1.28 CHF 1.29 CHF 103,700 103,700 96,607 96,607 118,711 CHF 119,677 CHF 100.00% 100.00%
19/11/2024 0.76% 1.28 CHF 1.29 CHF 104,300 104,300 104,300 104,300 137,203 CHF 138,246 CHF 99.87% 99.87%
18/11/2024 0.78% 1.29 CHF 1.30 CHF 109,500 109,500 107,931 107,931 137,713 CHF 138,792 CHF 100.00% 100.00%
15/11/2024 0.81% 1.25 CHF 1.26 CHF 96,000 96,000 98,068 98,068 121,334 CHF 122,315 CHF 100.00% 100.00%
14/11/2024 0.79% 1.28 CHF 1.29 CHF 111,500 111,500 110,650 110,650 140,280 CHF 141,386 CHF 100.00% 100.00%
13/11/2024 0.78% 1.22 CHF 1.23 CHF 95,500 95,500 100,683 100,683 129,340 CHF 130,347 CHF 100.00% 100.00%
12/11/2024 0.79% 1.28 CHF 1.29 CHF 114,700 114,700 107,839 107,839 135,228 CHF 136,307 CHF 99.89% 99.89%
11/11/2024 0.85% 1.20 CHF 1.21 CHF 99,600 99,600 99,600 99,600 117,027 CHF 118,023 CHF 100.00% 100.00%
08/11/2024 0.81% 1.24 CHF 1.25 CHF 96,000 96,000 96,000 96,000 118,625 CHF 119,585 CHF 98.92% 98.92%
07/11/2024 0.79% 1.29 CHF 1.30 CHF 102,700 102,700 97,553 97,553 122,995 CHF 123,971 CHF 100.00% 100.00%

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