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 1.77% 0.55 CHF 0.56 CHF 55,000 55,000 54,034 54,034 30,562 CHF 31,103 CHF 100.00% 100.00%
19/11/2024 1.76% 0.57 CHF 0.58 CHF 55,000 55,000 53,928 53,928 30,681 CHF 31,221 CHF 98.71% 98.71%
18/11/2024 1.67% 0.60 CHF 0.61 CHF 54,000 54,000 53,491 53,491 32,179 CHF 32,715 CHF 100.00% 100.00%
15/11/2024 1.57% 0.61 CHF 0.62 CHF 54,000 54,000 54,000 54,000 34,028 CHF 34,568 CHF 71.51% 71.51%
14/11/2024 1.59% 0.65 CHF 0.66 CHF 54,000 54,000 53,490 53,490 33,800 CHF 34,335 CHF 100.00% 100.00%
13/11/2024 1.64% 0.61 CHF 0.62 CHF 54,000 54,000 53,491 53,491 32,756 CHF 33,292 CHF 99.31% 99.31%
12/11/2024 1.58% 0.61 CHF 0.62 CHF 54,000 54,000 53,494 53,494 33,947 CHF 34,482 CHF 100.00% 100.00%
11/11/2024 1.47% 0.70 CHF 0.71 CHF 53,000 53,000 53,171 53,171 36,171 CHF 36,703 CHF 100.00% 100.00%
08/11/2024 1.48% 0.67 CHF 0.68 CHF 54,000 54,000 53,459 53,459 36,349 CHF 36,884 CHF 100.00% 100.00%
07/11/2024 1.38% 0.73 CHF 0.74 CHF 53,000 53,000 52,790 52,790 38,521 CHF 39,050 CHF 100.00% 100.00%

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