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 3.65% 0.50 CHF 0.51 CHF 69,340 69,340 45,829 45,829 23,518 CHF 24,327 CHF 100.00% 100.00%
19/11/2024 3.88% 0.51 CHF 0.52 CHF 69,060 69,060 46,669 46,669 22,905 CHF 23,730 CHF 98.98% 98.98%
18/11/2024 3.93% 0.49 CHF 0.50 CHF 69,680 69,680 46,876 46,876 22,603 CHF 23,432 CHF 100.00% 100.00%
15/11/2024 3.93% 0.47 CHF 0.48 CHF 70,440 70,440 46,068 46,068 22,573 CHF 23,418 CHF 70.91% 70.91%
14/11/2024 3.56% 0.51 CHF 0.52 CHF 69,140 69,140 45,520 45,520 24,017 CHF 24,820 CHF 100.00% 100.00%
13/11/2024 3.45% 0.54 CHF 0.55 CHF 67,840 67,840 45,219 45,219 24,703 CHF 25,502 CHF 99.92% 99.92%
12/11/2024 3.51% 0.54 CHF 0.55 CHF 67,910 67,910 45,372 45,372 24,546 CHF 25,349 CHF 100.00% 100.00%
11/11/2024 3.60% 0.54 CHF 0.55 CHF 68,300 68,300 45,873 45,873 24,258 CHF 25,070 CHF 100.00% 100.00%
08/11/2024 3.55% 0.53 CHF 0.54 CHF 69,160 69,160 46,121 46,121 24,527 CHF 25,342 CHF 100.00% 100.00%
07/11/2024 3.67% 0.53 CHF 0.54 CHF 69,360 69,360 46,658 46,658 24,166 CHF 24,992 CHF 100.00% 100.00%

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