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 0.55% 10.94 CHF 10.98 CHF 11,100 11,100 4,988 4,988 51,299 CHF 51,543 CHF 99.90% 99.90%
19/11/2024 0.58% 9.80 CHF 9.84 CHF 10,400 10,400 4,630 4,630 47,601 CHF 47,841 CHF 100.00% 100.00%
18/11/2024 0.60% 11.44 CHF 11.49 CHF 9,300 9,300 4,018 4,018 48,393 CHF 48,642 CHF 99.63% 99.63%
15/11/2024 0.98% 11.62 CHF 11.66 CHF 12,600 12,600 4,198 4,198 43,566 CHF 43,793 CHF 98.88% 98.88%
14/11/2024 0.62% 9.72 CHF 9.75 CHF 18,000 18,000 8,405 8,405 85,681 CHF 85,962 CHF 54.14% 95.14%
13/11/2024 - 5.42 CHF - CHF 22,200 0 0 0 0 CHF 0 CHF 0.00% 99.78%
12/11/2024 - 4.86 CHF - CHF 22,600 0 0 0 0 CHF 0 CHF 0.00% 100.00%
11/11/2024 - 4.87 CHF - CHF 25,400 0 0 0 0 CHF 0 CHF 0.00% 99.90%
08/11/2024 - 4.39 CHF - CHF 26,200 0 0 0 0 CHF 0 CHF 0.00% 100.00%
07/11/2024 - 4.49 CHF - CHF 26,200 0 0 0 0 CHF 0 CHF 0.00% 99.85%

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