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
25/11/2024 1.29% 0.71 CHF 0.72 CHF 96,000 96,000 94,329 94,329 72,687 CHF 73,630 CHF 100.00% 100.00%
22/11/2024 1.28% 0.78 CHF 0.79 CHF 94,000 94,000 94,593 94,593 73,499 CHF 74,445 CHF 100.00% 100.00%
20/11/2024 1.18% 0.82 CHF 0.83 CHF 94,000 94,000 93,115 93,115 78,723 CHF 79,654 CHF 100.00% 100.00%
19/11/2024 1.20% 0.84 CHF 0.85 CHF 93,000 93,000 93,519 93,519 77,326 CHF 78,261 CHF 100.00% 100.00%
18/11/2024 1.15% 0.90 CHF 0.91 CHF 92,000 92,000 92,629 92,629 80,386 CHF 81,312 CHF 100.00% 100.00%
15/11/2024 1.16% 0.87 CHF 0.88 CHF 93,000 93,000 92,597 92,597 79,122 CHF 80,048 CHF 100.00% 100.00%
14/11/2024 1.23% 0.82 CHF 0.83 CHF 93,000 93,000 93,648 93,648 75,520 CHF 76,456 CHF 99.33% 99.33%
13/11/2024 1.44% 0.68 CHF 0.69 CHF 96,000 96,000 95,677 95,677 65,943 CHF 66,900 CHF 100.00% 100.00%
12/11/2024 1.32% 0.67 CHF 0.68 CHF 96,000 96,000 94,583 94,583 71,471 CHF 72,417 CHF 100.00% 100.00%
11/11/2024 1.20% 0.81 CHF 0.82 CHF 93,000 93,000 93,007 93,007 77,213 CHF 78,143 CHF 99.93% 99.93%

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