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 1.28% 0.73 CHF 0.74 CHF 55,000 55,000 54,563 54,563 42,450 CHF 42,996 CHF 99.48% 99.48%
19/11/2024 1.23% 0.81 CHF 0.82 CHF 54,000 54,000 54,323 54,323 43,901 CHF 44,444 CHF 100.00% 100.00%
18/11/2024 1.09% 0.93 CHF 0.94 CHF 53,000 53,000 53,000 53,000 48,479 CHF 49,009 CHF 99.90% 99.90%
15/11/2024 1.11% 0.90 CHF 0.91 CHF 53,000 53,000 53,081 53,081 47,734 CHF 48,265 CHF 100.00% 100.00%
14/11/2024 1.18% 0.85 CHF 0.86 CHF 54,000 54,000 53,972 53,972 45,500 CHF 46,040 CHF 98.63% 98.63%
13/11/2024 1.20% 0.80 CHF 0.81 CHF 54,000 54,000 54,109 54,109 44,930 CHF 45,471 CHF 100.00% 100.00%
12/11/2024 1.13% 0.82 CHF 0.83 CHF 54,000 54,000 53,498 53,498 47,160 CHF 47,695 CHF 99.88% 99.88%
11/11/2024 1.05% 0.96 CHF 0.97 CHF 53,000 53,000 53,000 53,000 50,060 CHF 50,590 CHF 100.00% 100.00%
08/11/2024 1.17% 0.86 CHF 0.87 CHF 54,000 54,000 53,963 53,963 45,975 CHF 46,515 CHF 99.04% 99.04%
07/11/2024 1.09% 0.85 CHF 0.86 CHF 54,000 54,000 52,874 52,874 48,320 CHF 48,849 CHF 100.00% 100.00%

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