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 1.15% 0.78 CHF 0.79 CHF 140,000 140,000 78,954 78,954 68,418 CHF 69,209 CHF 99.77% 99.77%
19/11/2024 1.48% 0.85 CHF 0.86 CHF 140,000 140,000 74,164 74,164 57,348 CHF 58,180 CHF 99.54% 99.54%
18/11/2024 1.39% 0.77 CHF 0.78 CHF 150,000 150,000 83,513 83,513 61,113 CHF 61,950 CHF 99.90% 99.90%
15/11/2024 1.31% 0.66 CHF 0.67 CHF 140,000 140,000 77,393 77,393 58,896 CHF 59,671 CHF 97.08% 97.08%
14/11/2024 1.12% 0.83 CHF 0.84 CHF 140,000 140,000 76,867 76,867 71,732 CHF 72,529 CHF 99.69% 99.69%
13/11/2024 0.99% 0.98 CHF 0.99 CHF 130,000 130,000 76,079 76,079 78,559 CHF 79,323 CHF 100.00% 100.00%
12/11/2024 1.02% 1.00 CHF 1.01 CHF 130,000 130,000 76,089 76,089 77,207 CHF 77,971 CHF 99.90% 99.90%
11/11/2024 1.07% 0.99 CHF 1.00 CHF 140,000 140,000 78,280 78,280 75,667 CHF 76,453 CHF 99.90% 99.90%
08/11/2024 1.03% 0.94 CHF 0.95 CHF 140,000 140,000 77,221 77,221 76,241 CHF 77,017 CHF 96.67% 96.67%
07/11/2024 1.12% 0.97 CHF 0.98 CHF 140,000 140,000 77,504 77,504 71,766 CHF 72,544 CHF 98.72% 98.72%

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