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 3.58% 0.26 CHF 0.27 CHF 43,000 43,000 42,491 42,491 11,679 CHF 12,104 CHF 100.00% 100.00%
19/11/2024 3.61% 0.29 CHF 0.30 CHF 42,000 42,000 42,740 42,740 11,635 CHF 12,062 CHF 100.00% 100.00%
18/11/2024 3.08% 0.32 CHF 0.33 CHF 42,000 42,000 41,908 41,908 13,389 CHF 13,808 CHF 100.00% 100.00%
15/11/2024 2.94% 0.33 CHF 0.34 CHF 42,000 42,000 41,303 41,303 13,840 CHF 14,253 CHF 100.00% 100.00%
14/11/2024 3.32% 0.31 CHF 0.32 CHF 42,000 42,000 42,134 42,134 12,538 CHF 12,959 CHF 100.00% 100.00%
13/11/2024 3.22% 0.30 CHF 0.31 CHF 42,000 42,000 42,000 42,000 12,831 CHF 13,251 CHF 100.00% 100.00%
12/11/2024 2.91% 0.32 CHF 0.33 CHF 42,000 42,000 41,327 41,327 13,997 CHF 14,411 CHF 99.85% 99.85%
11/11/2024 2.20% 0.44 CHF 0.45 CHF 40,000 40,000 39,983 39,983 17,961 CHF 18,361 CHF 99.65% 99.65%
08/11/2024 2.27% 0.42 CHF 0.43 CHF 40,000 40,000 39,992 39,992 17,462 CHF 17,862 CHF 98.71% 98.71%
07/11/2024 1.96% 0.50 CHF 0.51 CHF 39,000 39,000 38,842 38,842 19,641 CHF 20,029 CHF 99.44% 99.44%

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