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 0.88% 1.19 CHF 1.20 CHF 50,000 1,000 42,054 1,000 55,619 CHF 1,343 CHF 99.69% 99.69%
19/11/2024 0.77% 1.48 CHF 1.49 CHF 40,000 1,000 40,000 1,000 58,192 CHF 1,466 CHF 99.69% 99.69%
18/11/2024 1.10% 1.24 CHF 1.26 CHF 50,000 1,000 52,423 1,000 55,243 CHF 1,071 CHF 98.89% 98.89%
15/11/2024 0.89% 1.19 CHF 1.21 CHF 50,000 1,000 41,267 1,000 57,658 CHF 1,416 CHF 96.24% 96.24%
14/11/2024 0.80% 1.56 CHF 1.57 CHF 40,000 1,000 39,717 1,000 56,942 CHF 1,447 CHF 99.69% 99.69%
13/11/2024 0.71% 1.31 CHF 1.32 CHF 40,000 1,000 32,613 1,000 54,167 CHF 1,690 CHF 96.87% 96.87%
12/11/2024 0.69% 1.52 CHF 1.54 CHF 40,000 1,000 35,727 1,000 58,447 CHF 1,659 CHF 99.63% 99.63%
11/11/2024 0.56% 1.87 CHF 1.89 CHF 30,000 1,000 30,000 1,000 65,016 CHF 2,179 CHF 99.69% 99.69%
08/11/2024 0.44% 2.58 CHF 2.60 CHF 20,000 1,000 20,448 1,000 55,460 CHF 2,729 CHF 99.41% 99.41%
07/11/2024 0.54% 2.50 CHF 2.51 CHF 20,000 1,000 29,709 1,000 62,936 CHF 2,134 CHF 99.09% 99.09%

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