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 1.23% 0.80 CHF 0.81 CHF 28,690 28,690 28,393 28,393 23,207 CHF 23,491 CHF 100.00% 100.00%
22/11/2024 1.18% 0.88 CHF 0.89 CHF 28,200 28,200 28,063 28,063 23,923 CHF 24,204 CHF 99.99% 99.99%
20/11/2024 1.33% 0.74 CHF 0.75 CHF 29,110 29,110 28,864 28,864 21,704 CHF 21,993 CHF 100.00% 100.00%
19/11/2024 1.35% 0.75 CHF 0.76 CHF 29,140 29,140 28,909 28,909 21,427 CHF 21,716 CHF 98.72% 98.72%
18/11/2024 1.34% 0.76 CHF 0.77 CHF 29,160 29,160 28,947 28,947 21,707 CHF 21,997 CHF 100.00% 100.00%
15/11/2024 1.26% 0.78 CHF 0.79 CHF 29,060 29,060 29,024 29,024 22,940 CHF 23,231 CHF 71.64% 71.64%
14/11/2024 1.23% 0.85 CHF 0.86 CHF 28,710 28,710 28,554 28,554 23,376 CHF 23,661 CHF 100.00% 100.00%
13/11/2024 1.26% 0.80 CHF 0.81 CHF 28,900 28,900 28,699 28,699 22,877 CHF 23,165 CHF 99.74% 99.74%
12/11/2024 1.20% 0.82 CHF 0.83 CHF 28,780 28,780 28,433 28,433 23,803 CHF 24,088 CHF 100.00% 100.00%
11/11/2024 1.16% 0.86 CHF 0.87 CHF 28,570 28,570 28,292 28,292 24,564 CHF 24,847 CHF 100.00% 100.00%

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