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 5.98% 0.14 CHF 0.16 CHF 43,000 43,000 42,491 42,491 6,915 CHF 7,340 CHF 100.00% 100.00%
19/11/2024 6.08% 0.18 CHF 0.19 CHF 42,000 42,000 42,740 42,740 6,855 CHF 7,282 CHF 100.00% 100.00%
18/11/2024 4.70% 0.21 CHF 0.22 CHF 42,000 42,000 41,908 41,908 8,717 CHF 9,136 CHF 100.00% 100.00%
15/11/2024 4.39% 0.22 CHF 0.23 CHF 42,000 42,000 41,303 41,303 9,198 CHF 9,611 CHF 100.00% 100.00%
14/11/2024 5.30% 0.20 CHF 0.21 CHF 42,000 42,000 42,134 42,134 7,807 CHF 8,229 CHF 100.00% 100.00%
13/11/2024 5.06% 0.19 CHF 0.20 CHF 42,000 42,000 42,000 42,000 8,114 CHF 8,534 CHF 100.00% 100.00%
12/11/2024 4.32% 0.21 CHF 0.22 CHF 42,000 42,000 41,327 41,327 9,370 CHF 9,783 CHF 99.87% 99.87%
11/11/2024 2.92% 0.33 CHF 0.34 CHF 40,000 40,000 39,983 39,983 13,484 CHF 13,884 CHF 99.68% 99.68%
08/11/2024 3.03% 0.31 CHF 0.32 CHF 40,000 40,000 39,992 39,992 13,003 CHF 13,403 CHF 98.79% 98.79%
07/11/2024 2.51% 0.39 CHF 0.40 CHF 39,000 39,000 38,842 38,842 15,319 CHF 15,708 CHF 99.44% 99.44%

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