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 0.36% 2.87 CHF 2.88 CHF 300,000 300,000 133,716 133,716 383,172 CHF 384,512 CHF 99.90% 99.90%
19/11/2024 0.37% 2.82 CHF 2.83 CHF 300,000 300,000 126,885 126,885 354,519 CHF 355,791 CHF 99.91% 99.91%
18/11/2024 0.35% 2.82 CHF 2.83 CHF 300,000 300,000 133,495 133,495 380,755 CHF 382,092 CHF 98.23% 98.23%
15/11/2024 0.36% 2.90 CHF 2.91 CHF 300,000 300,000 125,217 125,217 356,588 CHF 357,842 CHF 99.71% 99.71%
14/11/2024 0.38% 2.69 CHF 2.70 CHF 260,000 260,000 119,735 119,735 323,002 CHF 324,202 CHF 100.00% 100.00%
13/11/2024 0.39% 2.65 CHF 2.66 CHF 260,000 260,000 116,305 116,305 305,844 CHF 307,009 CHF 100.00% 100.00%
12/11/2024 0.39% 2.63 CHF 2.64 CHF 260,000 260,000 116,066 116,066 304,437 CHF 305,600 CHF 99.91% 99.91%
11/11/2024 0.41% 2.59 CHF 2.60 CHF 260,000 260,000 110,687 110,687 276,866 CHF 277,975 CHF 99.90% 99.90%
08/11/2024 0.44% 2.41 CHF 2.42 CHF 240,000 240,000 102,191 102,191 236,663 CHF 237,687 CHF 98.97% 98.97%
07/11/2024 0.55% 2.22 CHF 2.23 CHF 220,000 220,000 79,760 79,760 172,392 CHF 173,223 CHF 97.33% 97.33%

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