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 4.06% 0.23 CHF 0.24 CHF 43,000 43,000 42,491 42,491 10,261 CHF 10,686 CHF 100.00% 100.00%
19/11/2024 4.10% 0.26 CHF 0.27 CHF 42,000 42,000 42,740 42,740 10,231 CHF 10,659 CHF 100.00% 100.00%
18/11/2024 3.43% 0.29 CHF 0.30 CHF 42,000 42,000 41,908 41,908 12,022 CHF 12,441 CHF 100.00% 100.00%
15/11/2024 3.26% 0.29 CHF 0.30 CHF 42,000 42,000 41,303 41,303 12,452 CHF 12,865 CHF 100.00% 100.00%
14/11/2024 3.74% 0.28 CHF 0.29 CHF 42,000 42,000 42,134 42,134 11,106 CHF 11,527 CHF 100.00% 100.00%
13/11/2024 3.63% 0.27 CHF 0.28 CHF 42,000 42,000 42,000 42,000 11,392 CHF 11,812 CHF 100.00% 100.00%
12/11/2024 3.22% 0.29 CHF 0.30 CHF 42,000 42,000 41,327 41,327 12,633 CHF 13,046 CHF 99.85% 99.85%
11/11/2024 2.38% 0.41 CHF 0.42 CHF 40,000 40,000 39,983 39,983 16,605 CHF 17,005 CHF 99.69% 99.69%
08/11/2024 2.46% 0.38 CHF 0.39 CHF 40,000 40,000 39,992 39,992 16,092 CHF 16,492 CHF 100.00% 100.00%
07/11/2024 2.10% 0.46 CHF 0.47 CHF 39,000 39,000 38,842 38,842 18,313 CHF 18,701 CHF 99.44% 99.44%

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