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 1.38% 0.74 CHF 0.75 CHF 140,000 140,000 136,194 136,194 98,274 CHF 99,636 CHF 100.00% 100.00%
19/11/2024 1.33% 0.72 CHF 0.73 CHF 136,000 136,000 138,683 138,683 103,345 CHF 104,732 CHF 100.00% 100.00%
18/11/2024 1.41% 0.71 CHF 0.72 CHF 136,000 136,000 134,994 134,994 95,070 CHF 96,420 CHF 100.00% 100.00%
15/11/2024 1.42% 0.69 CHF 0.70 CHF 132,000 132,000 132,280 132,280 92,355 CHF 93,678 CHF 100.00% 100.00%
14/11/2024 1.34% 0.73 CHF 0.74 CHF 136,000 136,000 137,327 137,327 101,850 CHF 103,223 CHF 100.00% 100.00%
13/11/2024 1.35% 0.75 CHF 0.76 CHF 140,000 140,000 136,398 136,398 100,299 CHF 101,663 CHF 100.00% 100.00%
12/11/2024 1.39% 0.72 CHF 0.73 CHF 136,000 136,000 135,438 135,438 96,480 CHF 97,834 CHF 99.85% 99.85%
11/11/2024 1.40% 0.70 CHF 0.71 CHF 132,000 132,000 135,307 135,307 96,086 CHF 97,439 CHF 99.70% 99.70%
08/11/2024 1.39% 0.72 CHF 0.73 CHF 136,000 136,000 134,841 134,841 96,145 CHF 97,494 CHF 100.00% 100.00%
07/11/2024 1.36% 0.72 CHF 0.73 CHF 136,000 136,000 135,439 135,439 98,685 CHF 100,039 CHF 100.00% 100.00%

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