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 1.75% 0.97 CHF 0.98 CHF 91,000 91,000 40,582 40,582 40,973 CHF 41,588 CHF 99.90% 99.90%
19/11/2024 1.86% 0.95 CHF 0.96 CHF 92,000 92,000 40,988 40,988 39,203 CHF 39,823 CHF 100.00% 100.00%
18/11/2024 1.86% 0.98 CHF 0.99 CHF 91,000 91,000 40,847 40,847 39,269 CHF 39,888 CHF 99.90% 99.90%
15/11/2024 1.76% 0.95 CHF 0.96 CHF 91,000 91,000 40,557 40,557 40,425 CHF 41,039 CHF 99.90% 99.90%
14/11/2024 1.66% 1.04 CHF 1.05 CHF 90,000 90,000 40,336 40,336 42,737 CHF 43,349 CHF 100.00% 100.00%
13/11/2024 1.66% 1.06 CHF 1.07 CHF 90,000 90,000 40,403 40,403 43,260 CHF 43,872 CHF 100.00% 100.00%
12/11/2024 1.62% 1.10 CHF 1.11 CHF 89,000 89,000 40,196 40,196 44,389 CHF 44,999 CHF 99.85% 99.85%
11/11/2024 1.57% 1.11 CHF 1.12 CHF 89,000 89,000 40,059 40,059 45,367 CHF 45,975 CHF 99.59% 99.59%
08/11/2024 1.59% 1.14 CHF 1.15 CHF 89,000 89,000 40,377 40,377 45,649 CHF 46,261 CHF 99.23% 99.23%
07/11/2024 1.57% 1.12 CHF 1.13 CHF 90,000 90,000 40,306 40,306 45,775 CHF 46,386 CHF 99.89% 99.89%

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