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% 1.86 CHF 1.87 CHF 750,000 750,000 334,561 334,561 620,527 CHF 623,879 CHF 99.90% 99.90%
19/11/2024 0.56% 1.83 CHF 1.84 CHF 750,000 750,000 317,225 317,225 578,079 CHF 581,260 CHF 99.90% 99.90%
18/11/2024 0.55% 1.83 CHF 1.84 CHF 750,000 750,000 333,997 333,997 618,082 CHF 621,426 CHF 98.23% 98.23%
15/11/2024 0.55% 1.87 CHF 1.88 CHF 750,000 750,000 313,757 313,757 580,378 CHF 583,520 CHF 99.71% 99.71%
14/11/2024 0.57% 1.79 CHF 1.80 CHF 650,000 650,000 299,606 299,606 536,227 CHF 539,228 CHF 100.00% 100.00%
13/11/2024 0.58% 1.77 CHF 1.78 CHF 650,000 650,000 291,011 291,011 511,662 CHF 514,577 CHF 100.00% 100.00%
12/11/2024 0.58% 1.76 CHF 1.77 CHF 650,000 650,000 290,377 290,377 509,593 CHF 512,502 CHF 99.93% 99.93%
11/11/2024 0.60% 1.74 CHF 1.75 CHF 650,000 650,000 276,709 276,709 471,529 CHF 474,301 CHF 99.90% 99.90%
08/11/2024 0.63% 1.66 CHF 1.67 CHF 600,000 600,000 255,753 255,753 415,922 CHF 418,484 CHF 98.95% 98.95%
07/11/2024 0.66% 1.58 CHF 1.59 CHF 550,000 550,000 199,483 199,483 311,829 CHF 313,826 CHF 97.44% 97.44%

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