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 1.99% 0.51 CHF 0.51 CHF 91,000 91,000 91,135 91,135 45,392 CHF 46,303 CHF 0.96% 97.34%
22/11/2024 2.15% 0.47 CHF 0.48 CHF 93,000 93,000 90,728 90,728 41,740 CHF 42,647 CHF 100.00% 100.00%
20/11/2024 2.08% 0.47 CHF 0.48 CHF 93,000 93,000 90,519 90,519 43,112 CHF 44,018 CHF 100.00% 100.00%
19/11/2024 2.11% 0.46 CHF 0.47 CHF 93,000 93,000 90,418 90,418 42,340 CHF 43,245 CHF 100.00% 100.00%
18/11/2024 2.10% 0.48 CHF 0.49 CHF 93,000 93,000 90,530 90,530 42,598 CHF 43,503 CHF 100.00% 100.00%
15/11/2024 2.13% 0.47 CHF 0.48 CHF 93,000 93,000 90,423 90,423 42,156 CHF 43,061 CHF 100.00% 100.00%
14/11/2024 2.30% 0.45 CHF 0.46 CHF 93,000 93,000 91,594 91,594 39,336 CHF 40,252 CHF 99.39% 99.39%
13/11/2024 2.17% 0.44 CHF 0.45 CHF 93,000 93,000 90,757 90,757 41,315 CHF 42,223 CHF 100.00% 100.00%
12/11/2024 2.12% 0.45 CHF 0.46 CHF 93,000 93,000 90,141 90,141 42,091 CHF 42,992 CHF 98.86% 100.00%
11/11/2024 1.84% 0.51 CHF 0.52 CHF 91,000 91,000 86,765 86,765 46,731 CHF 47,599 CHF 99.93% 99.93%

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