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 1.71% 1.19 CHF 1.21 CHF 96,000 96,000 95,101 95,101 110,209 CHF 112,111 CHF 100.00% 100.00%
20/11/2024 1.62% 1.23 CHF 1.25 CHF 96,000 96,000 96,275 96,275 118,246 CHF 120,172 CHF 100.00% 100.00%
19/11/2024 1.52% 1.27 CHF 1.29 CHF 97,000 97,000 97,924 97,924 128,040 CHF 129,999 CHF 99.88% 99.88%
18/11/2024 1.52% 1.31 CHF 1.33 CHF 98,000 98,000 97,903 97,903 127,739 CHF 129,697 CHF 100.00% 100.00%
15/11/2024 1.80% 1.29 CHF 1.31 CHF 97,000 97,000 94,153 94,153 104,381 CHF 106,264 CHF 100.00% 100.00%
14/11/2024 2.32% 0.84 CHF 0.86 CHF 90,000 90,000 89,816 89,816 76,671 CHF 78,467 CHF 100.00% 100.00%
13/11/2024 2.22% 0.85 CHF 0.87 CHF 90,000 90,000 90,469 90,469 80,835 CHF 82,645 CHF 100.00% 100.00%
12/11/2024 2.38% 0.82 CHF 0.84 CHF 89,000 89,000 89,469 89,469 74,490 CHF 76,279 CHF 99.91% 99.91%
11/11/2024 2.28% 0.88 CHF 0.90 CHF 90,000 90,000 90,078 90,078 78,044 CHF 79,845 CHF 100.00% 100.00%
08/11/2024 2.08% 0.93 CHF 0.95 CHF 91,000 91,000 91,382 91,382 86,965 CHF 88,793 CHF 98.92% 98.92%

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