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 1.66% 0.62 CHF 0.63 CHF 110,000 110,000 109,125 109,125 65,278 CHF 66,369 CHF 99.48% 99.48%
19/11/2024 1.70% 0.58 CHF 0.59 CHF 108,000 108,000 108,645 108,645 63,401 CHF 64,488 CHF 100.00% 100.00%
18/11/2024 1.85% 0.53 CHF 0.54 CHF 106,000 106,000 106,000 106,000 56,754 CHF 57,814 CHF 99.89% 99.89%
15/11/2024 1.81% 0.54 CHF 0.55 CHF 106,000 106,000 106,162 106,162 58,056 CHF 59,117 CHF 100.00% 100.00%
14/11/2024 1.73% 0.57 CHF 0.58 CHF 108,000 108,000 107,944 107,944 61,810 CHF 62,889 CHF 98.51% 98.51%
13/11/2024 1.71% 0.59 CHF 0.60 CHF 108,000 108,000 108,219 108,219 62,791 CHF 63,873 CHF 100.00% 100.00%
12/11/2024 1.78% 0.59 CHF 0.60 CHF 108,000 108,000 106,996 106,996 59,453 CHF 60,523 CHF 99.88% 99.88%
11/11/2024 1.88% 0.52 CHF 0.53 CHF 106,000 106,000 106,000 106,000 55,767 CHF 56,827 CHF 100.00% 100.00%
08/11/2024 1.72% 0.57 CHF 0.58 CHF 108,000 108,000 107,925 107,925 62,110 CHF 63,189 CHF 99.04% 99.04%
07/11/2024 1.80% 0.58 CHF 0.59 CHF 108,000 108,000 105,748 105,748 58,187 CHF 59,244 CHF 100.00% 100.00%

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