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 0.50% 79.80 CHF 80.20 CHF 5,600 5,600 5,511 5,511 440,691 CHF 442,896 CHF 100.00% 100.00%
19/11/2024 0.31% 79.48 CHF 79.72 CHF 5,700 5,700 5,696 5,696 451,984 CHF 453,380 CHF 100.00% 100.00%
18/11/2024 0.31% 79.48 CHF 79.72 CHF 5,600 5,600 5,688 5,688 451,605 CHF 452,999 CHF 100.00% 100.00%
15/11/2024 0.50% 79.40 CHF 79.80 CHF 5,700 5,700 5,611 5,611 446,252 CHF 448,496 CHF 100.00% 100.00%
14/11/2024 0.50% 79.60 CHF 80.00 CHF 5,600 5,600 5,587 5,587 444,738 CHF 446,974 CHF 100.00% 100.00%
13/11/2024 0.31% 79.68 CHF 79.92 CHF 5,600 5,600 5,568 5,568 444,508 CHF 445,872 CHF 100.00% 100.00%
12/11/2024 0.31% 79.88 CHF 80.12 CHF 5,600 5,600 5,508 5,508 441,256 CHF 442,606 CHF 100.00% 100.00%
11/11/2024 0.30% 80.28 CHF 80.52 CHF 5,400 5,400 5,401 5,401 433,858 CHF 435,182 CHF 100.00% 100.00%
08/11/2024 0.50% 80.00 CHF 80.40 CHF 5,500 5,500 5,503 5,503 440,046 CHF 442,247 CHF 100.00% 100.00%
07/11/2024 0.30% 80.28 CHF 80.52 CHF 5,500 5,500 5,502 5,502 441,583 CHF 442,931 CHF 99.76% 99.76%

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