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 2.49% 0.36 CHF 0.37 CHF 140,000 100,000 132,194 100,000 52,562 CHF 40,809 CHF 90.21% 90.21%
19/11/2024 2.61% 0.39 CHF 0.40 CHF 130,000 100,000 137,680 100,000 52,478 CHF 39,150 CHF 99.36% 99.36%
18/11/2024 3.06% 0.39 CHF 0.40 CHF 130,000 100,000 131,644 88,902 51,428 CHF 35,630 CHF 99.38% 99.38%
15/11/2024 2.30% 0.42 CHF 0.43 CHF 120,000 75,000 120,000 75,000 51,670 CHF 33,044 CHF 100.00% 100.00%
14/11/2024 2.27% 0.45 CHF 0.46 CHF 120,000 100,000 120,345 100,000 52,421 CHF 44,567 CHF 98.90% 98.90%
13/11/2024 2.53% 0.43 CHF 0.44 CHF 120,000 100,000 128,575 99,158 52,026 CHF 41,168 CHF 99.26% 99.26%
12/11/2024 2.30% 0.40 CHF 0.41 CHF 130,000 75,000 117,977 75,000 52,386 CHF 34,140 CHF 99.00% 99.00%
11/11/2024 2.07% 0.47 CHF 0.48 CHF 110,000 75,000 110,000 75,000 52,617 CHF 36,625 CHF 99.90% 99.90%
08/11/2024 2.42% 0.45 CHF 0.46 CHF 120,000 75,000 119,751 75,000 53,345 CHF 34,230 CHF 100.00% 100.00%
07/11/2024 2.35% 0.46 CHF 0.47 CHF 110,000 100,000 116,367 97,336 51,665 CHF 44,430 CHF 96.51% 96.51%

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