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 1.71% 0.59 CHF 0.60 CHF 57,100 57,100 56,654 56,654 33,277 CHF 33,844 CHF 100.00% 100.00%
19/11/2024 1.69% 0.57 CHF 0.58 CHF 58,100 58,100 56,449 56,449 33,411 CHF 33,976 CHF 98.98% 98.98%
18/11/2024 1.63% 0.62 CHF 0.63 CHF 56,300 56,300 55,795 55,795 34,364 CHF 34,923 CHF 100.00% 100.00%
15/11/2024 1.63% 0.61 CHF 0.62 CHF 56,700 56,700 56,661 56,661 34,516 CHF 35,083 CHF 71.92% 71.92%
14/11/2024 1.63% 0.62 CHF 0.63 CHF 56,100 56,100 55,824 55,824 34,351 CHF 34,910 CHF 100.00% 100.00%
13/11/2024 1.61% 0.62 CHF 0.63 CHF 56,200 56,200 55,623 55,623 34,586 CHF 35,143 CHF 99.23% 99.23%
12/11/2024 1.57% 0.63 CHF 0.64 CHF 55,800 55,800 55,016 55,016 35,054 CHF 35,605 CHF 100.00% 100.00%
11/11/2024 1.54% 0.65 CHF 0.66 CHF 55,000 55,000 54,572 54,572 35,565 CHF 36,111 CHF 100.00% 100.00%
08/11/2024 1.56% 0.64 CHF 0.65 CHF 55,400 55,400 54,974 54,974 35,418 CHF 35,969 CHF 100.00% 100.00%
07/11/2024 1.53% 0.66 CHF 0.67 CHF 55,300 55,300 54,923 54,923 35,871 CHF 36,421 CHF 100.00% 100.00%

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