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 6.11% 0.15 CHF 0.16 CHF 90,700 90,700 89,633 89,633 14,244 CHF 15,140 CHF 100.00% 100.00%
19/11/2024 6.20% 0.17 CHF 0.18 CHF 79,100 79,100 80,507 80,507 12,611 CHF 13,416 CHF 100.00% 100.00%
18/11/2024 5.33% 0.19 CHF 0.20 CHF 78,100 78,100 77,965 77,965 14,234 CHF 15,014 CHF 97.41% 97.41%
15/11/2024 5.39% 0.18 CHF 0.19 CHF 81,300 81,300 79,977 79,977 14,452 CHF 15,251 CHF 100.00% 100.00%
14/11/2024 6.05% 0.17 CHF 0.18 CHF 85,600 85,600 85,868 85,868 13,807 CHF 14,666 CHF 100.00% 100.00%
13/11/2024 5.80% 0.17 CHF 0.18 CHF 73,400 73,400 73,400 73,400 12,302 CHF 13,036 CHF 100.00% 100.00%
12/11/2024 5.15% 0.18 CHF 0.19 CHF 56,000 56,000 55,048 55,048 10,424 CHF 10,974 CHF 96.77% 96.77%
11/11/2024 3.45% 0.27 CHF 0.28 CHF 55,900 55,900 55,876 55,876 15,912 CHF 16,470 CHF 99.70% 99.70%
08/11/2024 3.51% 0.27 CHF 0.28 CHF 44,600 44,600 44,590 44,590 12,479 CHF 12,925 CHF 95.10% 95.10%
07/11/2024 2.86% 0.34 CHF 0.35 CHF 45,600 45,600 45,410 45,410 15,662 CHF 16,116 CHF 99.44% 99.44%

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