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 1.56% 0.61 CHF 0.62 CHF 106,000 106,000 105,441 105,441 66,933 CHF 67,987 CHF 100.00% 100.00%
19/11/2024 1.46% 0.65 CHF 0.66 CHF 104,000 104,000 102,960 102,960 70,136 CHF 71,166 CHF 100.00% 100.00%
18/11/2024 1.41% 0.71 CHF 0.72 CHF 102,000 102,000 102,000 102,000 71,586 CHF 72,606 CHF 100.00% 100.00%
15/11/2024 1.38% 0.71 CHF 0.72 CHF 100,000 100,000 100,137 100,137 72,019 CHF 73,020 CHF 100.00% 100.00%
14/11/2024 1.40% 0.72 CHF 0.73 CHF 100,000 100,000 101,358 101,358 71,708 CHF 72,721 CHF 99.39% 99.39%
13/11/2024 1.40% 0.70 CHF 0.71 CHF 102,000 102,000 101,138 101,138 71,855 CHF 72,866 CHF 100.00% 100.00%
12/11/2024 1.37% 0.71 CHF 0.72 CHF 102,000 102,000 100,320 100,320 72,638 CHF 73,642 CHF 100.00% 100.00%
11/11/2024 1.33% 0.74 CHF 0.75 CHF 100,000 100,000 99,998 99,998 74,680 CHF 75,680 CHF 99.93% 99.93%
08/11/2024 1.40% 0.71 CHF 0.72 CHF 102,000 102,000 101,520 101,520 72,197 CHF 73,212 CHF 100.00% 100.00%
07/11/2024 1.34% 0.73 CHF 0.74 CHF 100,000 100,000 99,996 99,996 74,026 CHF 75,026 CHF 100.00% 100.00%

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