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 2.95% 0.55 CHF 0.56 CHF 91,000 91,000 40,582 40,582 23,847 CHF 24,461 CHF 99.90% 99.90%
19/11/2024 3.29% 0.53 CHF 0.54 CHF 92,000 92,000 40,991 40,991 21,922 CHF 22,543 CHF 100.00% 100.00%
18/11/2024 3.30% 0.56 CHF 0.57 CHF 91,000 91,000 40,849 40,849 21,974 CHF 22,593 CHF 99.90% 99.90%
15/11/2024 2.99% 0.52 CHF 0.53 CHF 91,000 91,000 40,558 40,558 23,270 CHF 23,884 CHF 99.90% 99.90%
14/11/2024 2.73% 0.61 CHF 0.62 CHF 90,000 90,000 40,336 40,336 25,622 CHF 26,234 CHF 100.00% 100.00%
13/11/2024 2.69% 0.64 CHF 0.65 CHF 90,000 90,000 40,405 40,405 26,280 CHF 26,892 CHF 100.00% 100.00%
12/11/2024 2.59% 0.68 CHF 0.69 CHF 89,000 89,000 40,204 40,204 27,564 CHF 28,175 CHF 99.85% 99.85%
11/11/2024 2.46% 0.69 CHF 0.70 CHF 89,000 89,000 40,174 40,174 28,748 CHF 29,357 CHF 99.63% 99.63%
08/11/2024 2.50% 0.73 CHF 0.74 CHF 89,000 89,000 40,242 40,242 28,845 CHF 29,455 CHF 100.00% 100.00%
07/11/2024 2.47% 0.71 CHF 0.72 CHF 90,000 90,000 40,308 40,308 29,057 CHF 29,669 CHF 99.89% 99.89%

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