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 0.46% 0.70 CHF 0.71 CHF 50,000 50,000 50,000 50,000 32,714 CHF 32,864 CHF 100.00% 100.00%
19/11/2024 0.42% 0.73 CHF 0.73 CHF 50,000 50,000 50,000 50,000 35,390 CHF 35,540 CHF 100.00% 100.00%
18/11/2024 0.49% 0.59 CHF 0.59 CHF 50,000 50,000 50,000 50,000 30,732 CHF 30,882 CHF 100.00% 100.00%
15/11/2024 0.50% 0.61 CHF 0.61 CHF 50,000 50,000 50,000 50,000 29,922 CHF 30,072 CHF 100.00% 100.00%
14/11/2024 0.45% 0.62 CHF 0.63 CHF 50,000 50,000 50,000 50,000 33,036 CHF 33,186 CHF 100.00% 100.00%
13/11/2024 0.41% 0.73 CHF 0.73 CHF 50,000 50,000 50,000 50,000 36,693 CHF 36,843 CHF 97.93% 97.93%
12/11/2024 0.46% 0.79 CHF 0.80 CHF 50,000 50,000 50,000 50,000 32,723 CHF 32,873 CHF 98.96% 98.96%
11/11/2024 0.65% 0.50 CHF 0.50 CHF 50,000 50,000 50,000 50,000 23,033 CHF 23,183 CHF 97.90% 97.90%
08/11/2024 0.63% 0.51 CHF 0.51 CHF 25,000 25,000 25,000 25,000 11,995 CHF 12,070 CHF 96.45% 96.45%
07/11/2024 0.88% 0.28 CHF 0.28 CHF 50,000 50,000 50,000 50,000 17,348 CHF 17,498 CHF 97.75% 97.75%

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