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 1.07% 0.85 CHF 0.86 CHF 104,000 104,000 102,740 102,740 95,252 CHF 96,280 CHF 100.00% 100.00%
19/11/2024 1.06% 0.91 CHF 0.92 CHF 103,000 103,000 102,765 102,765 96,543 CHF 97,570 CHF 100.00% 100.00%
18/11/2024 1.12% 0.95 CHF 0.96 CHF 102,000 102,000 103,166 103,166 92,066 CHF 93,098 CHF 100.00% 100.00%
15/11/2024 0.87% 1.06 CHF 1.07 CHF 100,000 100,000 98,717 98,717 113,453 CHF 114,440 CHF 100.00% 100.00%
14/11/2024 0.77% 1.35 CHF 1.36 CHF 96,000 96,000 96,674 96,674 124,553 CHF 125,519 CHF 100.00% 100.00%
13/11/2024 1.06% 0.93 CHF 0.94 CHF 103,000 103,000 102,417 102,417 95,821 CHF 96,846 CHF 100.00% 100.00%
12/11/2024 0.99% 0.99 CHF 1.00 CHF 102,000 102,000 100,023 100,023 102,737 CHF 103,739 CHF 100.00% 100.00%
11/11/2024 1.00% 0.99 CHF 1.00 CHF 102,000 102,000 101,337 101,337 100,677 CHF 101,690 CHF 100.00% 100.00%
08/11/2024 1.09% 0.89 CHF 0.90 CHF 103,000 103,000 102,718 102,718 93,813 CHF 94,841 CHF 100.00% 100.00%
07/11/2024 1.10% 0.93 CHF 0.94 CHF 102,000 102,000 102,629 102,629 92,501 CHF 93,527 CHF 100.00% 100.00%

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