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 0.71% 1.39 CHF 1.40 CHF 90,000 90,000 90,000 90,000 126,582 CHF 127,482 CHF 100.00% 100.00%
19/11/2024 0.73% 1.42 CHF 1.43 CHF 90,000 90,000 90,000 90,000 123,052 CHF 123,952 CHF 100.00% 100.00%
18/11/2024 0.70% 1.45 CHF 1.46 CHF 90,000 90,000 90,000 90,000 129,056 CHF 129,956 CHF 100.00% 100.00%
15/11/2024 0.70% 1.44 CHF 1.45 CHF 90,000 90,000 90,000 90,000 128,552 CHF 129,452 CHF 100.00% 100.00%
14/11/2024 0.76% 1.34 CHF 1.35 CHF 90,000 90,000 90,924 90,924 119,142 CHF 120,051 CHF 99.33% 99.33%
13/11/2024 0.83% 1.17 CHF 1.18 CHF 95,000 95,000 95,000 95,000 113,711 CHF 114,661 CHF 100.00% 100.00%
12/11/2024 0.78% 1.18 CHF 1.19 CHF 95,000 95,000 90,969 90,969 116,893 CHF 117,802 CHF 100.00% 100.00%
11/11/2024 0.71% 1.39 CHF 1.40 CHF 90,000 90,000 90,000 90,000 126,291 CHF 127,191 CHF 99.93% 99.93%
08/11/2024 0.70% 1.42 CHF 1.43 CHF 90,000 90,000 89,994 89,994 127,234 CHF 128,134 CHF 100.00% 100.00%
07/11/2024 0.66% 1.55 CHF 1.56 CHF 85,000 85,000 85,780 85,780 129,909 CHF 130,767 CHF 100.00% 100.00%

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