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 1.16% 0.84 CHF 0.85 CHF 70,000 70,000 70,000 70,000 60,016 CHF 60,716 CHF 99.49% 99.49%
19/11/2024 1.19% 0.85 CHF 0.86 CHF 70,000 70,000 70,659 70,659 59,117 CHF 59,824 CHF 100.00% 100.00%
18/11/2024 1.14% 0.88 CHF 0.89 CHF 70,000 70,000 70,000 70,000 60,919 CHF 61,619 CHF 99.90% 99.90%
15/11/2024 1.16% 0.85 CHF 0.86 CHF 70,000 70,000 70,000 70,000 60,087 CHF 60,787 CHF 100.00% 100.00%
14/11/2024 1.23% 0.83 CHF 0.84 CHF 70,000 70,000 73,269 73,269 59,123 CHF 59,855 CHF 98.50% 98.50%
13/11/2024 1.23% 0.78 CHF 0.79 CHF 75,000 75,000 72,830 72,830 58,761 CHF 59,490 CHF 100.00% 100.00%
12/11/2024 1.15% 0.84 CHF 0.85 CHF 70,000 70,000 70,000 70,000 60,394 CHF 61,094 CHF 99.88% 99.88%
11/11/2024 1.12% 0.89 CHF 0.90 CHF 70,000 70,000 70,000 70,000 62,197 CHF 62,897 CHF 100.00% 100.00%
08/11/2024 1.15% 0.86 CHF 0.87 CHF 70,000 70,000 70,000 70,000 60,362 CHF 61,062 CHF 99.04% 99.04%
07/11/2024 1.10% 0.88 CHF 0.89 CHF 70,000 70,000 70,000 70,000 63,523 CHF 64,223 CHF 100.00% 100.00%

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