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 1.45% 0.68 CHF 0.69 CHF 108,000 108,000 105,353 105,353 72,273 CHF 73,327 CHF 100.00% 100.00%
19/11/2024 1.41% 0.70 CHF 0.71 CHF 110,000 110,000 107,062 107,062 75,167 CHF 76,238 CHF 100.00% 100.00%
18/11/2024 1.37% 0.71 CHF 0.72 CHF 110,000 110,000 107,136 107,136 77,598 CHF 78,669 CHF 100.00% 100.00%
15/11/2024 1.31% 0.75 CHF 0.76 CHF 112,000 112,000 108,237 108,237 81,996 CHF 83,078 CHF 100.00% 100.00%
14/11/2024 1.25% 0.79 CHF 0.80 CHF 112,000 112,000 109,507 109,507 87,171 CHF 88,266 CHF 99.33% 99.33%
13/11/2024 1.29% 0.78 CHF 0.79 CHF 112,000 112,000 108,896 108,896 84,178 CHF 85,267 CHF 100.00% 100.00%
12/11/2024 1.28% 0.80 CHF 0.81 CHF 112,000 112,000 110,613 110,613 85,865 CHF 86,971 CHF 68.32% 100.00%
11/11/2024 1.40% 0.73 CHF 0.74 CHF 110,000 110,000 105,398 105,398 74,832 CHF 75,886 CHF 99.93% 99.93%
08/11/2024 1.52% 0.68 CHF 0.69 CHF 108,000 108,000 103,453 103,453 67,455 CHF 68,489 CHF 100.00% 100.00%
07/11/2024 1.82% 0.53 CHF 0.54 CHF 102,000 102,000 99,411 99,411 54,065 CHF 55,059 CHF 98.53% 98.53%

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