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 2.55% 0.37 CHF 0.38 CHF 43,000 43,000 42,491 42,491 16,476 CHF 16,900 CHF 100.00% 100.00%
19/11/2024 2.57% 0.40 CHF 0.41 CHF 42,000 42,000 42,740 42,740 16,455 CHF 16,883 CHF 100.00% 100.00%
18/11/2024 2.28% 0.43 CHF 0.44 CHF 42,000 42,000 41,908 41,908 18,154 CHF 18,573 CHF 100.00% 100.00%
15/11/2024 2.21% 0.44 CHF 0.45 CHF 42,000 42,000 41,303 41,303 18,490 CHF 18,903 CHF 100.00% 100.00%
14/11/2024 2.42% 0.43 CHF 0.44 CHF 42,000 42,000 42,134 42,134 17,261 CHF 17,683 CHF 100.00% 100.00%
13/11/2024 2.37% 0.41 CHF 0.42 CHF 42,000 42,000 42,000 42,000 17,532 CHF 17,952 CHF 100.00% 100.00%
12/11/2024 2.19% 0.43 CHF 0.44 CHF 42,000 42,000 41,327 41,327 18,671 CHF 19,084 CHF 99.87% 99.87%
11/11/2024 1.76% 0.55 CHF 0.56 CHF 40,000 40,000 39,983 39,983 22,462 CHF 22,862 CHF 99.71% 99.71%
08/11/2024 1.81% 0.53 CHF 0.54 CHF 40,000 40,000 39,992 39,992 21,943 CHF 22,343 CHF 100.00% 100.00%
07/11/2024 1.61% 0.61 CHF 0.62 CHF 39,000 39,000 38,842 38,842 23,977 CHF 24,366 CHF 99.44% 99.44%

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