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 0.93% 1.14 CHF 1.15 CHF 150,000 150,000 67,514 67,514 74,030 CHF 74,706 CHF 99.90% 99.90%
19/11/2024 0.91% 1.07 CHF 1.08 CHF 152,000 152,000 67,626 67,626 74,144 CHF 74,822 CHF 100.00% 100.00%
18/11/2024 0.85% 1.16 CHF 1.17 CHF 150,000 150,000 65,034 65,034 77,609 CHF 78,261 CHF 99.63% 99.63%
15/11/2024 1.04% 1.15 CHF 1.16 CHF 150,000 150,000 49,861 49,861 53,256 CHF 53,756 CHF 98.89% 98.89%
14/11/2024 1.53% 1.04 CHF 1.05 CHF 152,000 152,000 63,597 63,597 68,649 CHF 69,309 CHF 62.31% 95.12%
13/11/2024 - 0.62 CHF - CHF 168,000 0 0 0 0 CHF 0 CHF 0.00% 99.78%
12/11/2024 - 0.57 CHF - CHF 170,000 0 0 0 0 CHF 0 CHF 0.00% 100.00%
11/11/2024 - 0.56 CHF - CHF 170,000 0 0 0 0 CHF 0 CHF 0.00% 99.90%
08/11/2024 - 0.51 CHF - CHF 174,000 0 0 0 0 CHF 0 CHF 0.00% 100.00%
07/11/2024 - 0.52 CHF - CHF 174,000 0 0 0 0 CHF 0 CHF 0.00% 99.85%

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