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 1.27% 0.76 CHF 0.77 CHF 300,000 300,000 163,481 163,481 129,601 CHF 131,239 CHF 99.77% 99.77%
19/11/2024 1.52% 0.78 CHF 0.79 CHF 300,000 300,000 158,281 158,281 118,302 CHF 120,080 CHF 99.54% 99.54%
18/11/2024 1.39% 0.75 CHF 0.76 CHF 310,000 310,000 170,183 170,183 124,358 CHF 126,063 CHF 99.90% 99.90%
15/11/2024 1.35% 0.70 CHF 0.71 CHF 310,000 310,000 164,111 164,111 122,123 CHF 123,767 CHF 92.82% 92.82%
14/11/2024 1.28% 0.78 CHF 0.79 CHF 300,000 300,000 159,185 159,185 130,878 CHF 132,531 CHF 96.14% 96.14%
13/11/2024 1.18% 0.84 CHF 0.85 CHF 290,000 290,000 157,653 157,653 136,545 CHF 138,127 CHF 100.00% 100.00%
12/11/2024 1.20% 0.85 CHF 0.86 CHF 290,000 290,000 160,975 160,975 138,229 CHF 139,845 CHF 99.90% 99.90%
11/11/2024 1.23% 0.85 CHF 0.86 CHF 290,000 290,000 161,091 161,091 134,475 CHF 136,092 CHF 99.90% 99.90%
08/11/2024 1.22% 0.82 CHF 0.83 CHF 290,000 290,000 157,947 157,947 132,859 CHF 134,447 CHF 93.53% 93.53%
07/11/2024 1.26% 0.83 CHF 0.84 CHF 300,000 300,000 162,788 162,788 132,802 CHF 134,437 CHF 93.56% 93.56%

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