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 1.72% 0.84 CHF 0.85 CHF 132,000 132,000 58,460 58,460 51,599 CHF 52,359 CHF 99.34% 99.34%
19/11/2024 1.71% 0.90 CHF 0.91 CHF 131,000 131,000 58,576 58,576 52,311 CHF 53,071 CHF 100.00% 100.00%
18/11/2024 1.68% 0.91 CHF 0.92 CHF 130,000 130,000 58,172 58,172 52,773 CHF 53,530 CHF 99.78% 99.78%
15/11/2024 1.71% 0.91 CHF 0.92 CHF 130,000 130,000 58,101 58,101 52,751 CHF 53,507 CHF 100.00% 100.00%
14/11/2024 1.67% 0.91 CHF 0.92 CHF 130,000 130,000 58,303 58,303 53,593 CHF 54,353 CHF 98.56% 98.56%
13/11/2024 1.57% 0.91 CHF 0.92 CHF 130,000 130,000 57,751 57,751 55,078 CHF 55,827 CHF 99.80% 99.80%
12/11/2024 1.56% 0.99 CHF 1.00 CHF 128,000 128,000 57,701 57,701 56,835 CHF 57,584 CHF 99.88% 99.88%
11/11/2024 1.60% 1.00 CHF 1.01 CHF 128,000 128,000 57,767 57,767 56,862 CHF 57,615 CHF 99.90% 99.90%
08/11/2024 1.71% 0.95 CHF 0.96 CHF 130,000 130,000 59,193 59,193 53,845 CHF 54,612 CHF 99.05% 99.05%
07/11/2024 1.69% 0.88 CHF 0.89 CHF 133,000 133,000 59,023 59,023 53,375 CHF 54,140 CHF 100.00% 100.00%

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