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 1.11% 0.86 CHF 0.87 CHF 315,000 315,000 110,282 110,282 97,863 CHF 98,967 CHF 99.78% 99.78%
19/11/2024 1.11% 0.92 CHF 0.93 CHF 325,000 325,000 111,934 111,934 102,910 CHF 104,030 CHF 100.00% 100.00%
18/11/2024 1.13% 0.90 CHF 0.91 CHF 320,000 320,000 110,133 110,133 99,146 CHF 100,249 CHF 99.91% 99.91%
15/11/2024 1.15% 0.90 CHF 0.91 CHF 320,000 320,000 109,472 109,472 96,656 CHF 97,752 CHF 100.00% 100.00%
14/11/2024 1.16% 0.84 CHF 0.85 CHF 310,000 310,000 105,390 105,390 90,892 CHF 91,948 CHF 100.00% 100.00%
13/11/2024 1.16% 0.87 CHF 0.88 CHF 315,000 315,000 109,306 109,306 95,395 CHF 96,489 CHF 100.00% 100.00%
12/11/2024 1.20% 0.86 CHF 0.87 CHF 315,000 315,000 109,253 109,253 93,369 CHF 94,463 CHF 100.00% 100.00%
11/11/2024 1.22% 0.80 CHF 0.81 CHF 310,000 310,000 107,632 107,632 88,247 CHF 89,325 CHF 99.77% 99.77%
08/11/2024 1.98% 0.81 CHF 0.82 CHF 315,000 315,000 87,355 87,355 73,066 CHF 74,050 CHF 99.21% 99.21%
07/11/2024 - 0.67 CHF - CHF 295,000 0 0 0 0 CHF 0 CHF 0.00% 99.85%

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