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 1.29% 0.78 CHF 0.79 CHF 108,000 108,000 108,964 108,964 83,698 CHF 84,787 CHF 100.00% 100.00%
20/11/2024 1.21% 0.80 CHF 0.81 CHF 106,000 106,000 105,441 105,441 86,570 CHF 87,625 CHF 100.00% 100.00%
19/11/2024 1.14% 0.85 CHF 0.86 CHF 104,000 104,000 102,960 102,960 89,795 CHF 90,824 CHF 100.00% 100.00%
18/11/2024 1.11% 0.90 CHF 0.91 CHF 102,000 102,000 102,000 102,000 91,122 CHF 92,142 CHF 100.00% 100.00%
15/11/2024 1.09% 0.91 CHF 0.92 CHF 100,000 100,000 100,138 100,138 91,281 CHF 92,282 CHF 100.00% 100.00%
14/11/2024 1.11% 0.91 CHF 0.92 CHF 100,000 100,000 101,358 101,358 91,162 CHF 92,175 CHF 99.39% 99.39%
13/11/2024 1.11% 0.89 CHF 0.90 CHF 102,000 102,000 101,138 101,138 90,882 CHF 91,893 CHF 100.00% 100.00%
12/11/2024 1.09% 0.90 CHF 0.91 CHF 102,000 102,000 100,320 100,320 91,470 CHF 92,474 CHF 100.00% 100.00%
11/11/2024 1.07% 0.93 CHF 0.94 CHF 100,000 100,000 99,998 99,998 93,318 CHF 94,318 CHF 99.93% 99.93%
08/11/2024 1.11% 0.90 CHF 0.91 CHF 102,000 102,000 101,519 101,519 91,259 CHF 92,274 CHF 100.00% 100.00%

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