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 1.17% 0.82 CHF 0.83 CHF 70,000 50,000 62,343 50,000 52,812 CHF 42,896 CHF 100.00% 100.00%
19/11/2024 1.17% 0.85 CHF 0.86 CHF 60,000 50,000 61,060 50,000 51,727 CHF 42,873 CHF 99.40% 99.40%
18/11/2024 1.19% 0.87 CHF 0.88 CHF 60,000 50,000 64,817 50,000 54,119 CHF 42,287 CHF 100.00% 100.00%
15/11/2024 1.24% 0.80 CHF 0.81 CHF 70,000 50,000 70,000 50,000 56,254 CHF 40,682 CHF 100.00% 100.00%
14/11/2024 1.22% 0.82 CHF 0.83 CHF 70,000 50,000 70,000 50,000 57,266 CHF 41,404 CHF 99.52% 99.52%
13/11/2024 1.24% 0.81 CHF 0.82 CHF 70,000 50,000 68,367 49,704 55,892 CHF 41,169 CHF 99.32% 99.32%
12/11/2024 1.13% 0.86 CHF 0.87 CHF 60,000 50,000 60,000 50,000 52,848 CHF 44,540 CHF 100.00% 100.00%
11/11/2024 1.11% 0.90 CHF 0.91 CHF 60,000 50,000 60,000 50,000 53,990 CHF 45,492 CHF 100.00% 100.00%
08/11/2024 1.17% 0.89 CHF 0.90 CHF 60,000 50,000 62,566 50,000 53,268 CHF 43,116 CHF 100.00% 100.00%
07/11/2024 1.22% 0.84 CHF 0.85 CHF 60,000 50,000 60,128 48,703 50,821 CHF 41,671 CHF 99.13% 99.13%

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