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 1.87% 1.00 CHF 1.01 CHF 169,000 169,000 66,077 66,077 64,398 CHF 65,352 CHF 99.82% 99.82%
19/11/2024 2.95% 0.89 CHF 0.90 CHF 189,000 189,000 51,988 51,988 45,160 CHF 45,758 CHF 99.92% 99.92%
18/11/2024 1.63% 0.87 CHF 0.88 CHF 161,700 161,700 59,570 59,570 55,094 CHF 55,814 CHF 99.90% 99.90%
15/11/2024 1.12% 0.91 CHF 0.92 CHF 181,400 181,400 68,239 68,239 62,141 CHF 62,824 CHF 99.52% 99.52%
14/11/2024 1.76% 0.88 CHF 0.89 CHF 180,300 180,300 71,259 71,259 62,246 CHF 63,148 CHF 100.00% 100.00%
13/11/2024 1.27% 0.86 CHF 0.87 CHF 211,300 211,300 78,702 78,702 64,035 CHF 64,824 CHF 100.00% 100.00%
12/11/2024 2.43% 0.78 CHF 0.79 CHF 219,900 219,900 53,344 53,344 40,387 CHF 40,993 CHF 99.95% 99.95%
11/11/2024 3.06% 0.71 CHF 0.72 CHF 235,200 235,200 64,767 64,767 44,900 CHF 45,613 CHF 99.87% 99.87%
08/11/2024 1.43% 0.68 CHF 0.69 CHF 220,700 220,700 88,675 88,675 62,166 CHF 63,054 CHF 100.00% 100.00%
07/11/2024 1.43% 0.70 CHF 0.71 CHF 214,500 214,500 83,406 83,406 59,872 CHF 60,711 CHF 99.87% 99.87%

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