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 1.71% 0.99 CHF 1.00 CHF 91,000 91,000 40,580 40,580 41,722 CHF 42,336 CHF 99.90% 99.90%
19/11/2024 1.83% 0.97 CHF 0.98 CHF 92,000 92,000 40,988 40,988 39,965 CHF 40,586 CHF 100.00% 100.00%
18/11/2024 1.82% 1.00 CHF 1.01 CHF 91,000 91,000 40,849 40,849 40,036 CHF 40,655 CHF 99.90% 99.90%
15/11/2024 1.73% 0.97 CHF 0.98 CHF 91,000 91,000 40,558 40,558 41,201 CHF 41,815 CHF 99.90% 99.90%
14/11/2024 1.63% 1.06 CHF 1.07 CHF 90,000 90,000 40,338 40,338 43,498 CHF 44,110 CHF 100.00% 100.00%
13/11/2024 1.63% 1.08 CHF 1.09 CHF 90,000 90,000 40,404 40,404 44,019 CHF 44,632 CHF 100.00% 100.00%
12/11/2024 1.59% 1.12 CHF 1.13 CHF 89,000 89,000 40,195 40,195 45,191 CHF 45,801 CHF 99.85% 99.85%
11/11/2024 1.54% 1.13 CHF 1.14 CHF 89,000 89,000 40,056 40,056 46,180 CHF 46,789 CHF 99.61% 99.61%
08/11/2024 1.56% 1.16 CHF 1.17 CHF 89,000 89,000 40,243 40,243 46,302 CHF 46,912 CHF 100.00% 100.00%
07/11/2024 1.55% 1.14 CHF 1.15 CHF 90,000 90,000 40,307 40,307 46,552 CHF 47,163 CHF 99.89% 99.89%

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