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 0.68% 9.42 CHF 9.48 CHF 5,100 5,100 5,059 5,059 46,792 CHF 47,108 CHF 100.00% 100.00%
19/11/2024 0.66% 8.60 CHF 8.66 CHF 6,000 6,000 6,030 6,030 51,999 CHF 52,341 CHF 100.00% 100.00%
18/11/2024 0.87% 7.27 CHF 7.33 CHF 6,000 6,000 5,958 5,958 41,040 CHF 41,398 CHF 100.00% 100.00%
15/11/2024 0.95% 6.93 CHF 7.00 CHF 4,800 4,800 4,829 4,829 35,544 CHF 35,882 CHF 100.00% 100.00%
14/11/2024 0.88% 8.02 CHF 8.10 CHF 3,800 3,800 3,870 3,870 35,349 CHF 35,659 CHF 100.00% 100.00%
13/11/2024 0.82% 10.43 CHF 10.52 CHF 3,700 3,700 3,779 3,779 41,614 CHF 41,954 CHF 100.00% 100.00%
12/11/2024 0.62% 11.94 CHF 12.01 CHF 4,900 4,900 4,814 4,814 54,306 CHF 54,643 CHF 99.85% 99.85%
11/11/2024 0.88% 8.91 CHF 8.99 CHF 4,300 4,300 4,305 4,305 38,703 CHF 39,043 CHF 99.67% 99.67%
08/11/2024 0.74% 10.03 CHF 10.07 CHF 7,600 7,600 6,111 6,111 56,186 CHF 56,552 CHF 98.73% 98.73%
07/11/2024 0.84% 5.72 CHF 5.77 CHF 6,400 6,400 6,436 6,436 38,164 CHF 38,485 CHF 100.00% 100.00%

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