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 0.76% 1.37 CHF 1.38 CHF 124,000 124,000 55,091 55,091 73,956 CHF 74,508 CHF 99.89% 99.89%
19/11/2024 0.78% 1.32 CHF 1.33 CHF 122,000 122,000 53,232 53,232 69,503 CHF 70,036 CHF 100.00% 100.00%
18/11/2024 1.27% 1.31 CHF 1.32 CHF 122,000 122,000 53,567 53,567 67,047 CHF 67,741 CHF 99.89% 99.89%
15/11/2024 1.27% 1.22 CHF 1.23 CHF 118,000 118,000 47,068 47,068 57,268 CHF 57,836 CHF 99.45% 99.45%
14/11/2024 1.27% 1.22 CHF 1.23 CHF 118,000 118,000 53,075 53,075 64,661 CHF 65,350 CHF 100.00% 100.00%
13/11/2024 1.28% 1.21 CHF 1.22 CHF 118,000 118,000 53,087 53,087 63,662 CHF 64,352 CHF 100.00% 100.00%
12/11/2024 1.27% 1.21 CHF 1.22 CHF 118,000 118,000 53,087 53,087 64,014 CHF 64,704 CHF 99.85% 99.85%
11/11/2024 1.27% 1.20 CHF 1.21 CHF 118,000 118,000 53,070 53,070 64,079 CHF 64,769 CHF 99.63% 99.63%
08/11/2024 0.83% 1.21 CHF 1.22 CHF 120,000 120,000 54,071 54,071 66,065 CHF 66,607 CHF 100.00% 100.00%
07/11/2024 0.93% 1.22 CHF 1.23 CHF 120,000 120,000 52,349 52,349 63,814 CHF 64,364 CHF 99.90% 99.90%

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