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 1.05% 0.98 CHF 1.02 CHF 9,700 9,700 63,628 63,628 66,648 CHF 67,294 CHF 98.90% 98.90%
19/11/2024 0.83% 1.13 CHF 1.18 CHF 7,600 7,600 50,610 50,610 70,604 CHF 71,120 CHF 98.74% 98.74%
18/11/2024 0.79% 1.45 CHF 1.50 CHF 8,400 8,400 53,295 53,295 75,375 CHF 75,918 CHF 98.94% 98.94%
15/11/2024 0.87% 1.32 CHF 1.36 CHF 12,400 12,400 78,828 78,828 98,286 CHF 99,085 CHF 98.94% 98.94%
14/11/2024 1.15% 0.94 CHF 0.98 CHF 12,400 12,400 80,455 80,455 75,536 CHF 76,352 CHF 98.85% 98.85%
13/11/2024 1.11% 0.88 CHF 0.92 CHF 11,400 11,400 73,731 73,731 73,071 CHF 73,819 CHF 98.87% 98.87%
12/11/2024 1.08% 0.99 CHF 1.02 CHF 14,800 14,800 95,998 95,998 93,679 CHF 94,648 CHF 98.76% 98.76%
11/11/2024 1.21% 0.80 CHF 0.84 CHF 9,800 9,800 63,373 63,373 57,805 CHF 58,448 CHF 98.90% 98.90%
08/11/2024 0.97% 1.09 CHF 1.14 CHF 8,100 8,100 52,959 52,959 61,918 CHF 62,458 CHF 97.81% 97.81%
07/11/2024 0.80% 1.29 CHF 1.33 CHF 10,300 10,300 66,915 66,915 87,375 CHF 88,049 CHF 97.35% 97.35%

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