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 1.66% 0.58 CHF 0.59 CHF 67,600 67,600 67,054 67,054 40,190 CHF 40,861 CHF 100.00% 100.00%
19/11/2024 1.53% 0.63 CHF 0.64 CHF 62,300 62,300 61,884 61,884 40,094 CHF 40,712 CHF 100.00% 100.00%
18/11/2024 1.44% 0.68 CHF 0.69 CHF 61,200 61,200 60,917 60,917 41,966 CHF 42,575 CHF 100.00% 100.00%
15/11/2024 1.43% 0.70 CHF 0.71 CHF 62,600 62,600 61,958 61,958 43,055 CHF 43,675 CHF 100.00% 100.00%
14/11/2024 1.45% 0.67 CHF 0.68 CHF 60,800 60,800 60,549 60,549 41,498 CHF 42,104 CHF 100.00% 100.00%
13/11/2024 1.37% 0.70 CHF 0.71 CHF 74,900 74,900 73,596 73,596 53,236 CHF 53,972 CHF 100.00% 100.00%
12/11/2024 1.77% 0.53 CHF 0.54 CHF 72,600 72,600 71,296 71,296 40,037 CHF 40,750 CHF 99.86% 99.86%
11/11/2024 1.68% 0.59 CHF 0.60 CHF 76,000 76,000 75,989 75,989 44,959 CHF 45,719 CHF 99.68% 99.68%
08/11/2024 1.82% 0.54 CHF 0.55 CHF 78,700 78,700 77,577 77,577 42,207 CHF 42,983 CHF 99.18% 99.18%
07/11/2024 1.83% 0.55 CHF 0.56 CHF 88,400 88,400 88,286 88,286 47,748 CHF 48,631 CHF 99.39% 99.39%

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