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
25/11/2024 1.88% 0.95 CHF 0.96 CHF 88,000 88,000 39,305 39,305 37,627 CHF 38,223 CHF 100.00% 100.00%
22/11/2024 1.91% 0.93 CHF 0.94 CHF 88,000 88,000 39,220 39,220 36,795 CHF 37,390 CHF 100.00% 100.00%
20/11/2024 2.19% 0.76 CHF 0.77 CHF 91,000 91,000 40,575 40,575 32,481 CHF 33,095 CHF 99.90% 99.90%
19/11/2024 2.37% 0.75 CHF 0.76 CHF 92,000 92,000 40,988 40,988 30,624 CHF 31,245 CHF 100.00% 100.00%
18/11/2024 2.37% 0.77 CHF 0.78 CHF 91,000 91,000 40,847 40,847 30,689 CHF 31,308 CHF 99.90% 99.90%
15/11/2024 2.21% 0.74 CHF 0.75 CHF 91,000 91,000 40,558 40,558 31,900 CHF 32,514 CHF 99.90% 99.90%
14/11/2024 2.06% 0.83 CHF 0.84 CHF 90,000 90,000 40,338 40,338 34,277 CHF 34,889 CHF 100.00% 100.00%
13/11/2024 2.05% 0.86 CHF 0.87 CHF 90,000 90,000 40,405 40,405 34,841 CHF 35,454 CHF 100.00% 100.00%
12/11/2024 1.98% 0.89 CHF 0.90 CHF 89,000 89,000 40,195 40,195 36,097 CHF 36,708 CHF 99.85% 99.85%
11/11/2024 1.91% 0.90 CHF 0.91 CHF 89,000 89,000 40,172 40,172 37,275 CHF 37,885 CHF 99.60% 99.60%

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