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
25/11/2024 1.21% 0.80 CHF 0.83 CHF 91,000 91,000 91,141 91,141 74,877 CHF 75,788 CHF 0.96% 97.34%
22/11/2024 1.17% 0.85 CHF 0.86 CHF 93,000 93,000 90,728 90,728 77,413 CHF 78,320 CHF 100.00% 100.00%
20/11/2024 1.18% 0.85 CHF 0.86 CHF 93,000 93,000 90,519 90,519 76,452 CHF 77,357 CHF 100.00% 100.00%
19/11/2024 1.17% 0.86 CHF 0.87 CHF 93,000 93,000 90,418 90,418 76,624 CHF 77,528 CHF 100.00% 100.00%
18/11/2024 1.17% 0.84 CHF 0.85 CHF 93,000 93,000 90,530 90,530 76,858 CHF 77,763 CHF 100.00% 100.00%
15/11/2024 1.15% 0.86 CHF 0.87 CHF 93,000 93,000 90,423 90,423 77,872 CHF 78,777 CHF 100.00% 100.00%
14/11/2024 1.11% 0.89 CHF 0.90 CHF 93,000 93,000 91,591 91,591 82,398 CHF 83,314 CHF 99.34% 99.34%
13/11/2024 1.14% 0.88 CHF 0.89 CHF 93,000 93,000 90,756 90,756 79,162 CHF 80,069 CHF 100.00% 100.00%
12/11/2024 1.15% 0.88 CHF 0.89 CHF 93,000 93,000 90,141 90,141 78,192 CHF 79,093 CHF 98.86% 100.00%
11/11/2024 1.24% 0.83 CHF 0.84 CHF 91,000 91,000 86,765 86,765 69,562 CHF 70,430 CHF 99.93% 99.93%

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