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 4.91% 0.26 CHF 0.27 CHF 405,370 100,000 374,629 99,376 94,436 CHF 26,210 CHF 100.00% 100.00%
19/11/2024 4.19% 0.28 CHF 0.29 CHF 316,840 100,000 297,548 99,292 87,440 CHF 30,394 CHF 100.00% 100.00%
18/11/2024 3.93% 0.31 CHF 0.32 CHF 346,260 100,000 324,463 99,314 103,338 CHF 32,650 CHF 98.75% 98.75%
15/11/2024 4.86% 0.29 CHF 0.30 CHF 395,620 100,000 356,396 100,000 97,053 CHF 28,464 CHF 72.08% 72.08%
14/11/2024 4.77% 0.25 CHF 0.26 CHF 377,610 100,000 350,588 99,350 90,487 CHF 26,840 CHF 100.00% 100.00%
13/11/2024 4.93% 0.26 CHF 0.27 CHF 405,850 100,000 374,959 99,381 93,830 CHF 26,053 CHF 99.66% 99.66%
12/11/2024 4.56% 0.25 CHF 0.26 CHF 362,940 100,000 343,154 99,341 92,219 CHF 27,937 CHF 99.96% 99.96%
11/11/2024 4.82% 0.27 CHF 0.28 CHF 400,500 100,000 368,523 99,368 94,910 CHF 26,734 CHF 100.00% 100.00%
08/11/2024 5.01% 0.25 CHF 0.26 CHF 416,520 100,000 385,329 99,384 95,617 CHF 25,789 CHF 99.82% 99.82%
07/11/2024 4.61% 0.25 CHF 0.26 CHF 372,880 100,000 349,464 99,348 93,005 CHF 27,643 CHF 99.51% 99.51%

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