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
22/11/2024 2.19% 0.93 CHF 0.95 CHF 96,000 96,000 95,101 95,101 85,898 CHF 87,801 CHF 100.00% 100.00%
20/11/2024 2.03% 0.98 CHF 1.00 CHF 96,000 96,000 96,275 96,275 93,755 CHF 95,681 CHF 100.00% 100.00%
19/11/2024 1.88% 1.02 CHF 1.04 CHF 97,000 97,000 97,924 97,924 103,140 CHF 105,099 CHF 99.88% 99.88%
18/11/2024 1.89% 1.05 CHF 1.07 CHF 98,000 98,000 97,904 97,904 102,806 CHF 104,764 CHF 100.00% 100.00%
15/11/2024 2.34% 1.04 CHF 1.06 CHF 97,000 97,000 94,153 94,153 80,275 CHF 82,158 CHF 100.00% 100.00%
14/11/2024 3.30% 0.59 CHF 0.61 CHF 90,000 90,000 89,816 89,816 53,635 CHF 55,431 CHF 100.00% 100.00%
13/11/2024 3.10% 0.59 CHF 0.61 CHF 90,000 90,000 90,469 90,469 57,634 CHF 59,444 CHF 100.00% 100.00%
12/11/2024 3.43% 0.56 CHF 0.58 CHF 89,000 89,000 89,469 89,469 51,545 CHF 53,334 CHF 99.90% 99.90%
11/11/2024 3.23% 0.62 CHF 0.64 CHF 90,000 90,000 90,078 90,078 54,887 CHF 56,689 CHF 100.00% 100.00%
08/11/2024 2.84% 0.67 CHF 0.69 CHF 91,000 91,000 91,382 91,382 63,529 CHF 65,357 CHF 98.91% 98.91%

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