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 1.72% 0.60 CHF 0.61 CHF 76,000 76,000 74,443 74,443 42,825 CHF 43,569 CHF 99.44% 99.44%
19/11/2024 1.52% 0.64 CHF 0.65 CHF 76,000 76,000 76,393 76,393 49,995 CHF 50,759 CHF 100.00% 100.00%
18/11/2024 1.75% 0.59 CHF 0.60 CHF 76,000 76,000 74,298 74,298 42,085 CHF 42,828 CHF 99.88% 99.88%
15/11/2024 1.78% 0.54 CHF 0.55 CHF 74,000 74,000 74,000 74,000 41,179 CHF 41,919 CHF 100.00% 100.00%
14/11/2024 1.77% 0.55 CHF 0.56 CHF 74,000 74,000 74,000 74,000 41,510 CHF 42,250 CHF 98.50% 98.50%
13/11/2024 1.72% 0.57 CHF 0.58 CHF 74,000 74,000 74,000 74,000 42,761 CHF 43,501 CHF 100.00% 100.00%
12/11/2024 1.84% 0.56 CHF 0.57 CHF 74,000 74,000 73,957 73,957 39,803 CHF 40,542 CHF 99.90% 99.90%
11/11/2024 2.06% 0.48 CHF 0.49 CHF 72,000 72,000 72,000 72,000 34,649 CHF 35,369 CHF 100.00% 100.00%
08/11/2024 2.00% 0.49 CHF 0.50 CHF 72,000 72,000 72,000 72,000 35,664 CHF 36,384 CHF 98.30% 98.30%
07/11/2024 2.16% 0.46 CHF 0.47 CHF 72,000 72,000 71,984 71,984 32,913 CHF 33,632 CHF 100.00% 100.00%

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