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 1.08% 0.85 CHF 0.86 CHF 209,100 209,100 73,155 73,155 65,960 CHF 66,693 CHF 99.78% 99.78%
19/11/2024 1.07% 0.95 CHF 0.96 CHF 222,000 222,000 76,484 76,484 73,102 CHF 73,868 CHF 100.00% 100.00%
18/11/2024 1.10% 0.93 CHF 0.94 CHF 221,500 221,500 76,258 76,258 70,375 CHF 71,138 CHF 99.90% 99.90%
15/11/2024 1.14% 0.91 CHF 0.92 CHF 238,900 238,900 81,484 81,484 72,837 CHF 73,653 CHF 100.00% 100.00%
14/11/2024 1.15% 0.83 CHF 0.84 CHF 216,100 216,100 73,363 73,363 63,344 CHF 64,078 CHF 100.00% 100.00%
13/11/2024 1.14% 0.88 CHF 0.89 CHF 223,300 223,300 77,557 77,557 68,563 CHF 69,339 CHF 100.00% 100.00%
12/11/2024 1.20% 0.87 CHF 0.88 CHF 258,600 258,600 89,442 89,442 77,033 CHF 77,928 CHF 100.00% 100.00%
11/11/2024 1.21% 0.78 CHF 0.79 CHF 229,100 229,100 79,309 79,309 64,697 CHF 65,491 CHF 99.77% 99.77%
08/11/2024 1.95% 0.83 CHF 0.84 CHF 343,300 343,300 95,064 95,064 80,670 CHF 81,739 CHF 99.21% 99.21%
07/11/2024 - 0.69 CHF - CHF 251,200 0 0 0 0 CHF 0 CHF 0.00% 99.85%

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