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 1.24% 0.79 CHF 0.80 CHF 98,500 98,500 97,725 97,725 78,536 CHF 79,513 CHF 99.44% 99.44%
19/11/2024 1.33% 0.76 CHF 0.77 CHF 92,800 92,800 92,831 92,831 69,291 CHF 70,220 CHF 97.93% 97.93%
18/11/2024 1.12% 0.87 CHF 0.88 CHF 89,000 89,000 88,460 88,460 78,247 CHF 79,131 CHF 99.88% 99.88%
15/11/2024 1.06% 0.89 CHF 0.90 CHF 80,200 80,200 78,826 78,826 74,280 CHF 75,068 CHF 100.00% 100.00%
14/11/2024 1.06% 1.00 CHF 1.01 CHF 84,600 84,600 85,507 85,507 80,392 CHF 81,247 CHF 98.52% 98.52%
13/11/2024 1.11% 0.89 CHF 0.90 CHF 90,200 90,200 90,087 90,087 80,704 CHF 81,605 CHF 100.00% 100.00%
12/11/2024 1.10% 0.85 CHF 0.86 CHF 86,600 86,600 85,416 85,416 77,225 CHF 78,079 CHF 99.88% 99.88%
11/11/2024 1.12% 0.91 CHF 0.92 CHF 90,500 90,500 90,653 90,653 80,431 CHF 81,338 CHF 100.00% 100.00%
08/11/2024 1.18% 0.85 CHF 0.86 CHF 91,500 91,500 91,523 91,523 77,086 CHF 78,001 CHF 99.05% 99.05%
07/11/2024 1.11% 0.86 CHF 0.87 CHF 87,600 87,600 86,255 86,255 77,033 CHF 77,896 CHF 100.00% 100.00%

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