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 1.13% 0.89 CHF 0.89 CHF 91,000 91,000 91,133 91,133 80,015 CHF 80,926 CHF 0.96% 97.34%
22/11/2024 1.19% 0.85 CHF 0.86 CHF 93,000 93,000 90,728 90,728 75,875 CHF 76,782 CHF 100.00% 100.00%
20/11/2024 1.17% 0.85 CHF 0.86 CHF 93,000 93,000 90,518 90,518 77,111 CHF 78,016 CHF 100.00% 100.00%
19/11/2024 1.18% 0.83 CHF 0.84 CHF 93,000 93,000 90,418 90,418 76,043 CHF 76,947 CHF 100.00% 100.00%
18/11/2024 1.18% 0.85 CHF 0.86 CHF 93,000 93,000 90,530 90,530 76,565 CHF 77,471 CHF 100.00% 100.00%
15/11/2024 1.18% 0.84 CHF 0.85 CHF 93,000 93,000 90,423 90,423 76,144 CHF 77,048 CHF 100.00% 100.00%
14/11/2024 1.23% 0.82 CHF 0.83 CHF 93,000 93,000 91,592 91,592 73,855 CHF 74,771 CHF 99.39% 99.39%
13/11/2024 1.19% 0.82 CHF 0.83 CHF 93,000 93,000 90,757 90,757 75,525 CHF 76,433 CHF 100.00% 100.00%
12/11/2024 1.18% 0.82 CHF 0.83 CHF 93,000 93,000 90,141 90,141 76,111 CHF 77,013 CHF 98.86% 100.00%
11/11/2024 1.08% 0.89 CHF 0.90 CHF 91,000 91,000 86,765 86,765 79,531 CHF 80,398 CHF 99.93% 99.93%

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