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
22/11/2024 1.47% 0.69 CHF 0.70 CHF 108,000 108,000 108,964 108,964 73,600 CHF 74,690 CHF 100.00% 100.00%
20/11/2024 1.36% 0.71 CHF 0.72 CHF 106,000 106,000 105,441 105,441 76,740 CHF 77,794 CHF 100.00% 100.00%
19/11/2024 1.28% 0.75 CHF 0.76 CHF 104,000 104,000 102,961 102,961 79,741 CHF 80,770 CHF 100.00% 100.00%
18/11/2024 1.24% 0.80 CHF 0.81 CHF 102,000 102,000 102,000 102,000 81,565 CHF 82,585 CHF 100.00% 100.00%
15/11/2024 1.22% 0.81 CHF 0.82 CHF 100,000 100,000 100,138 100,138 81,834 CHF 82,836 CHF 100.00% 100.00%
14/11/2024 1.23% 0.82 CHF 0.83 CHF 100,000 100,000 101,359 101,359 81,705 CHF 82,718 CHF 99.39% 99.39%
13/11/2024 1.23% 0.80 CHF 0.81 CHF 102,000 102,000 101,138 101,138 81,430 CHF 82,441 CHF 100.00% 100.00%
12/11/2024 1.22% 0.80 CHF 0.81 CHF 102,000 102,000 100,320 100,320 81,992 CHF 82,995 CHF 100.00% 100.00%
11/11/2024 1.18% 0.83 CHF 0.84 CHF 100,000 100,000 99,998 99,998 84,010 CHF 85,010 CHF 99.93% 99.93%
08/11/2024 1.23% 0.81 CHF 0.82 CHF 102,000 102,000 101,520 101,520 81,721 CHF 82,736 CHF 100.00% 100.00%

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