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 1.68% 0.59 CHF 0.60 CHF 101,800 101,800 101,380 101,380 59,790 CHF 60,804 CHF 100.00% 100.00%
19/11/2024 1.65% 0.60 CHF 0.61 CHF 100,800 100,800 100,385 100,385 60,218 CHF 61,222 CHF 99.88% 99.88%
18/11/2024 1.50% 0.61 CHF 0.62 CHF 91,500 91,500 90,509 90,509 59,954 CHF 60,859 CHF 100.00% 100.00%
15/11/2024 1.35% 0.71 CHF 0.72 CHF 79,500 79,500 79,172 79,172 58,194 CHF 58,986 CHF 100.00% 100.00%
14/11/2024 1.20% 0.79 CHF 0.80 CHF 68,400 68,400 67,626 67,626 56,377 CHF 57,053 CHF 99.45% 99.45%
13/11/2024 1.10% 0.93 CHF 0.94 CHF 66,400 66,400 66,126 66,126 59,847 CHF 60,509 CHF 100.00% 100.00%
12/11/2024 1.07% 0.93 CHF 0.94 CHF 64,000 64,000 63,736 63,736 59,547 CHF 60,185 CHF 99.90% 99.90%
11/11/2024 1.02% 0.98 CHF 0.99 CHF 66,300 66,300 66,027 66,027 64,639 CHF 65,300 CHF 100.00% 100.00%
08/11/2024 1.04% 0.93 CHF 0.94 CHF 65,400 65,400 65,127 65,127 62,577 CHF 63,228 CHF 98.93% 98.93%
07/11/2024 1.02% 0.96 CHF 0.97 CHF 68,500 68,500 68,218 68,218 66,862 CHF 67,544 CHF 100.00% 100.00%

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