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 2.77% 0.31 CHF 0.32 CHF 80,199 20,000 79,482 20,000 28,525 CHF 7,381 CHF 100.00% 100.00%
19/11/2024 3.22% 0.34 CHF 0.35 CHF 79,548 20,000 80,021 20,000 24,572 CHF 6,343 CHF 100.00% 100.00%
18/11/2024 3.17% 0.32 CHF 0.33 CHF 80,045 20,000 80,347 20,000 25,046 CHF 6,436 CHF 100.00% 100.00%
15/11/2024 2.67% 0.33 CHF 0.34 CHF 80,207 20,000 79,670 20,000 29,565 CHF 7,625 CHF 100.00% 100.00%
14/11/2024 2.51% 0.46 CHF 0.47 CHF 78,418 20,000 79,391 20,000 31,413 CHF 8,117 CHF 99.44% 99.44%
13/11/2024 3.46% 0.30 CHF 0.31 CHF 80,409 20,000 80,357 19,804 23,288 CHF 5,947 CHF 98.88% 98.88%
12/11/2024 2.64% 0.32 CHF 0.33 CHF 79,701 20,000 79,023 20,000 29,627 CHF 7,700 CHF 100.00% 100.00%
11/11/2024 1.90% 0.50 CHF 0.51 CHF 77,167 20,000 76,847 20,000 40,083 CHF 10,632 CHF 100.00% 100.00%
08/11/2024 2.05% 0.46 CHF 0.47 CHF 77,182 20,000 76,764 20,000 37,211 CHF 9,899 CHF 100.00% 100.00%
07/11/2024 1.70% 0.57 CHF 0.58 CHF 75,687 20,000 75,343 19,351 45,942 CHF 12,017 CHF 99.06% 99.06%

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