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 1.62% 0.59 CHF 0.60 CHF 174,000 174,000 63,974 63,974 39,541 CHF 40,183 CHF 99.82% 99.82%
19/11/2024 1.70% 0.58 CHF 0.59 CHF 176,000 176,000 65,008 65,008 38,466 CHF 39,117 CHF 100.00% 100.00%
18/11/2024 1.76% 0.61 CHF 0.62 CHF 174,000 174,000 65,041 65,041 37,344 CHF 37,995 CHF 99.90% 99.90%
15/11/2024 1.57% 0.57 CHF 0.58 CHF 174,000 174,000 63,567 63,567 39,889 CHF 40,526 CHF 99.47% 99.47%
14/11/2024 1.31% 0.74 CHF 0.75 CHF 168,000 168,000 60,703 60,703 46,956 CHF 47,564 CHF 100.00% 100.00%
13/11/2024 1.18% 0.75 CHF 0.76 CHF 168,000 168,000 60,936 60,936 50,781 CHF 51,391 CHF 100.00% 100.00%
12/11/2024 1.04% 0.85 CHF 0.86 CHF 166,000 166,000 58,112 58,112 53,524 CHF 54,106 CHF 99.47% 99.47%
11/11/2024 0.86% 1.08 CHF 1.09 CHF 158,000 158,000 57,801 57,801 65,622 CHF 66,201 CHF 99.89% 99.89%
08/11/2024 0.81% 1.28 CHF 1.29 CHF 152,000 152,000 56,115 56,115 70,241 CHF 70,803 CHF 100.00% 100.00%
07/11/2024 0.81% 1.27 CHF 1.28 CHF 152,000 152,000 56,495 56,495 72,069 CHF 72,637 CHF 99.76% 99.76%

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