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 1.47% 0.69 CHF 0.70 CHF 280,300 280,300 124,884 124,884 86,554 CHF 87,806 CHF 99.90% 99.90%
19/11/2024 1.42% 0.68 CHF 0.69 CHF 272,100 272,100 119,796 119,796 84,475 CHF 85,676 CHF 100.00% 100.00%
18/11/2024 1.43% 0.70 CHF 0.71 CHF 274,600 274,600 122,388 122,388 86,943 CHF 88,169 CHF 99.90% 99.90%
15/11/2024 1.40% 0.74 CHF 0.75 CHF 262,100 262,100 116,823 116,823 85,761 CHF 86,934 CHF 99.99% 99.99%
14/11/2024 1.35% 0.75 CHF 0.76 CHF 262,100 262,100 116,776 116,776 87,652 CHF 88,822 CHF 99.35% 99.35%
13/11/2024 1.43% 0.70 CHF 0.71 CHF 273,100 273,100 121,185 121,185 84,978 CHF 86,192 CHF 100.00% 100.00%
12/11/2024 1.43% 0.70 CHF 0.71 CHF 272,100 272,100 120,859 120,859 86,078 CHF 87,289 CHF 100.00% 100.00%
11/11/2024 1.40% 0.71 CHF 0.72 CHF 267,400 267,400 118,366 118,366 85,474 CHF 86,660 CHF 99.87% 99.87%
08/11/2024 1.42% 0.70 CHF 0.71 CHF 267,000 267,000 118,524 118,524 84,095 CHF 85,283 CHF 100.00% 100.00%
07/11/2024 1.39% 0.70 CHF 0.71 CHF 271,700 271,700 119,598 119,598 85,723 CHF 86,921 CHF 100.00% 100.00%

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