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 2.68% 0.38 CHF 0.38 CHF 91,000 91,000 91,135 91,135 33,544 CHF 34,456 CHF 0.96% 97.34%
22/11/2024 3.01% 0.34 CHF 0.35 CHF 93,000 93,000 90,728 90,728 29,768 CHF 30,675 CHF 100.00% 100.00%
20/11/2024 2.88% 0.34 CHF 0.35 CHF 93,000 93,000 90,519 90,519 31,010 CHF 31,915 CHF 100.00% 100.00%
19/11/2024 2.94% 0.33 CHF 0.34 CHF 93,000 93,000 90,418 90,418 30,336 CHF 31,240 CHF 100.00% 100.00%
18/11/2024 2.92% 0.35 CHF 0.36 CHF 93,000 93,000 90,530 90,530 30,575 CHF 31,480 CHF 100.00% 100.00%
15/11/2024 2.97% 0.33 CHF 0.34 CHF 93,000 93,000 90,423 90,423 30,037 CHF 30,941 CHF 100.00% 100.00%
14/11/2024 3.34% 0.31 CHF 0.32 CHF 93,000 93,000 91,594 91,594 27,057 CHF 27,973 CHF 99.39% 99.39%
13/11/2024 3.05% 0.31 CHF 0.32 CHF 93,000 93,000 90,757 90,757 29,279 CHF 30,187 CHF 100.00% 100.00%
12/11/2024 2.96% 0.31 CHF 0.32 CHF 93,000 93,000 90,141 90,141 30,005 CHF 30,906 CHF 98.86% 100.00%
11/11/2024 2.44% 0.38 CHF 0.39 CHF 91,000 91,000 86,765 86,765 35,135 CHF 36,003 CHF 99.93% 99.93%

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