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 1.29% 0.85 CHF 0.86 CHF 190,000 190,000 69,527 69,527 55,971 CHF 56,667 CHF 98.86% 98.86%
22/11/2024 1.96% 0.72 CHF 0.75 CHF 95,000 95,000 49,695 49,695 36,223 CHF 37,128 CHF 99.25% 99.25%
20/11/2024 1.84% 0.53 CHF 0.54 CHF 220,000 220,000 85,442 85,442 46,693 CHF 47,549 CHF 99.75% 99.75%
19/11/2024 1.92% 0.51 CHF 0.52 CHF 230,000 230,000 86,452 86,452 45,332 CHF 46,198 CHF 99.43% 99.43%
18/11/2024 1.95% 0.54 CHF 0.55 CHF 230,000 230,000 88,664 88,664 45,822 CHF 46,710 CHF 99.35% 99.35%
15/11/2024 1.77% 0.51 CHF 0.52 CHF 220,000 220,000 84,959 84,959 47,571 CHF 48,423 CHF 99.19% 99.19%
14/11/2024 1.50% 0.65 CHF 0.66 CHF 210,000 210,000 80,088 80,088 54,671 CHF 55,475 CHF 99.22% 99.22%
13/11/2024 1.34% 0.67 CHF 0.68 CHF 200,000 200,000 70,706 70,706 52,167 CHF 52,877 CHF 99.30% 99.30%
12/11/2024 1.18% 0.75 CHF 0.76 CHF 180,000 180,000 65,557 65,557 53,510 CHF 54,168 CHF 98.38% 98.38%
11/11/2024 0.98% 0.95 CHF 0.96 CHF 170,000 170,000 63,037 63,037 63,540 CHF 64,173 CHF 98.83% 98.83%

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