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 1.28% 0.76 CHF 0.77 CHF 106,000 106,000 105,441 105,441 82,135 CHF 83,189 CHF 100.00% 100.00%
19/11/2024 1.20% 0.80 CHF 0.81 CHF 104,000 104,000 102,961 102,961 85,072 CHF 86,102 CHF 100.00% 100.00%
18/11/2024 1.18% 0.85 CHF 0.86 CHF 102,000 102,000 102,000 102,000 86,183 CHF 87,203 CHF 100.00% 100.00%
15/11/2024 1.15% 0.86 CHF 0.87 CHF 100,000 100,000 100,138 100,138 86,515 CHF 87,517 CHF 100.00% 100.00%
14/11/2024 1.16% 0.87 CHF 0.88 CHF 100,000 100,000 101,359 101,359 86,554 CHF 87,567 CHF 99.39% 99.39%
13/11/2024 1.17% 0.84 CHF 0.85 CHF 102,000 102,000 101,138 101,138 86,099 CHF 87,110 CHF 100.00% 100.00%
12/11/2024 1.15% 0.85 CHF 0.86 CHF 102,000 102,000 100,320 100,320 86,713 CHF 87,716 CHF 100.00% 100.00%
11/11/2024 1.12% 0.88 CHF 0.89 CHF 100,000 100,000 99,998 99,998 88,727 CHF 89,727 CHF 99.93% 99.93%
08/11/2024 1.17% 0.86 CHF 0.87 CHF 102,000 102,000 101,519 101,519 86,521 CHF 87,536 CHF 100.00% 100.00%
07/11/2024 1.12% 0.88 CHF 0.89 CHF 100,000 100,000 99,996 99,996 88,631 CHF 89,631 CHF 100.00% 100.00%

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