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 2.99% 9.86 CHF 10.14 CHF 4,000 4,000 3,924 3,924 36,292 CHF 37,390 CHF 99.45% 99.45%
19/11/2024 3.58% 8.73 CHF 9.01 CHF 3,900 3,900 2,898 2,898 30,422 CHF 31,518 CHF 98.78% 98.78%
18/11/2024 3.91% 12.03 CHF 12.46 CHF 2,600 2,600 1,908 1,908 28,424 CHF 29,545 CHF 98.78% 98.78%
15/11/2024 4.63% 18.23 CHF 18.89 CHF 1,700 1,700 1,321 1,321 23,827 CHF 24,921 CHF 100.00% 100.00%
14/11/2024 3.04% 24.84 CHF 25.74 CHF 1,200 1,200 1,433 1,433 36,248 CHF 37,355 CHF 100.00% 100.00%
13/11/2024 2.89% 22.73 CHF 23.46 CHF 1,500 1,500 1,729 1,729 37,519 CHF 38,616 CHF 100.00% 100.00%
12/11/2024 2.63% 22.16 CHF 22.77 CHF 1,800 1,800 2,115 2,115 41,307 CHF 42,407 CHF 99.82% 99.82%
11/11/2024 2.69% 16.49 CHF 16.99 CHF 2,200 2,200 2,503 2,503 39,698 CHF 40,773 CHF 99.74% 99.74%
08/11/2024 2.57% 15.41 CHF 15.82 CHF 2,600 2,600 2,983 2,983 41,682 CHF 42,762 CHF 100.00% 100.00%
07/11/2024 2.96% 11.30 CHF 11.65 CHF 3,100 3,100 3,176 3,176 36,185 CHF 37,272 CHF 99.70% 99.70%

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