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 1.58% 0.64 CHF 0.65 CHF 87,000 87,000 86,757 86,757 54,961 CHF 55,829 CHF 100.00% 100.00%
19/11/2024 1.56% 0.64 CHF 0.65 CHF 87,600 87,600 86,250 86,250 55,560 CHF 56,423 CHF 98.89% 98.89%
18/11/2024 1.51% 0.67 CHF 0.68 CHF 85,800 85,800 85,503 85,503 56,767 CHF 57,622 CHF 100.00% 100.00%
15/11/2024 1.47% 0.69 CHF 0.70 CHF 85,000 85,000 86,073 86,073 58,020 CHF 58,881 CHF 71.72% 71.72%
14/11/2024 1.53% 0.67 CHF 0.68 CHF 86,400 86,400 85,953 85,953 56,416 CHF 57,276 CHF 100.00% 100.00%
13/11/2024 1.52% 0.66 CHF 0.67 CHF 86,600 86,600 85,851 85,851 56,678 CHF 57,538 CHF 99.19% 99.19%
12/11/2024 1.51% 0.64 CHF 0.65 CHF 87,400 87,400 85,438 85,438 56,779 CHF 57,635 CHF 100.00% 100.00%
11/11/2024 1.42% 0.71 CHF 0.72 CHF 84,300 84,300 83,612 83,612 58,867 CHF 59,704 CHF 100.00% 100.00%
08/11/2024 1.44% 0.69 CHF 0.70 CHF 85,100 85,100 84,101 84,101 58,685 CHF 59,527 CHF 100.00% 100.00%
07/11/2024 1.36% 0.74 CHF 0.75 CHF 83,300 83,300 82,487 82,487 60,973 CHF 61,799 CHF 100.00% 100.00%

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