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 1.20% 0.83 CHF 0.84 CHF 70,000 50,000 67,397 50,000 55,672 CHF 41,831 CHF 100.00% 100.00%
19/11/2024 1.16% 0.84 CHF 0.85 CHF 60,000 50,000 60,039 50,000 51,378 CHF 43,288 CHF 100.00% 100.00%
18/11/2024 1.17% 0.84 CHF 0.85 CHF 60,000 50,000 60,023 50,000 50,985 CHF 42,972 CHF 100.00% 100.00%
15/11/2024 1.17% 0.83 CHF 0.84 CHF 70,000 50,000 62,535 50,000 52,935 CHF 42,859 CHF 100.00% 100.00%
14/11/2024 1.12% 0.87 CHF 0.88 CHF 60,000 50,000 60,000 50,000 53,143 CHF 44,786 CHF 99.22% 99.22%
13/11/2024 1.10% 0.91 CHF 0.92 CHF 60,000 50,000 60,000 49,448 54,778 CHF 45,644 CHF 99.36% 99.36%
12/11/2024 1.11% 0.91 CHF 0.92 CHF 60,000 50,000 60,000 50,000 53,962 CHF 45,468 CHF 100.00% 100.00%
11/11/2024 1.19% 0.86 CHF 0.87 CHF 60,000 50,000 65,207 50,000 54,525 CHF 42,357 CHF 100.00% 100.00%
08/11/2024 1.86% 0.87 CHF 0.89 CHF 25,000 25,000 25,000 25,000 22,935 CHF 23,365 CHF 100.00% 100.00%
07/11/2024 1.18% 0.84 CHF 0.85 CHF 60,000 50,000 60,003 48,697 51,278 CHF 42,109 CHF 98.73% 98.73%

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