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 1.67% 0.57 CHF 0.58 CHF 106,000 106,000 105,441 105,441 62,448 CHF 63,503 CHF 100.00% 100.00%
19/11/2024 1.55% 0.61 CHF 0.62 CHF 104,000 104,000 102,960 102,960 65,888 CHF 66,918 CHF 100.00% 100.00%
18/11/2024 1.51% 0.66 CHF 0.67 CHF 102,000 102,000 102,000 102,000 67,218 CHF 68,238 CHF 100.00% 100.00%
15/11/2024 1.47% 0.67 CHF 0.68 CHF 100,000 100,000 100,138 100,138 67,714 CHF 68,716 CHF 100.00% 100.00%
14/11/2024 1.49% 0.68 CHF 0.69 CHF 100,000 100,000 101,359 101,359 67,477 CHF 68,490 CHF 99.34% 99.34%
13/11/2024 1.49% 0.66 CHF 0.67 CHF 102,000 102,000 101,138 101,138 67,202 CHF 68,213 CHF 100.00% 100.00%
12/11/2024 1.47% 0.66 CHF 0.67 CHF 102,000 102,000 100,320 100,320 67,885 CHF 68,889 CHF 100.00% 100.00%
11/11/2024 1.42% 0.69 CHF 0.70 CHF 100,000 100,000 99,998 99,998 69,965 CHF 70,965 CHF 99.93% 99.93%
08/11/2024 1.48% 0.67 CHF 0.68 CHF 102,000 102,000 101,519 101,519 67,891 CHF 68,906 CHF 100.00% 100.00%
07/11/2024 1.42% 0.69 CHF 0.70 CHF 100,000 100,000 99,996 99,996 69,744 CHF 70,744 CHF 100.00% 100.00%

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