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 1.52% 0.61 CHF 0.62 CHF 55,000 55,000 54,563 54,563 35,566 CHF 36,111 CHF 99.44% 99.44%
19/11/2024 1.46% 0.68 CHF 0.69 CHF 54,000 54,000 54,323 54,323 36,965 CHF 37,509 CHF 100.00% 100.00%
18/11/2024 1.26% 0.80 CHF 0.81 CHF 53,000 53,000 53,000 53,000 41,744 CHF 42,274 CHF 99.88% 99.88%
15/11/2024 1.29% 0.77 CHF 0.78 CHF 53,000 53,000 53,081 53,081 40,965 CHF 41,496 CHF 100.00% 100.00%
14/11/2024 1.39% 0.72 CHF 0.73 CHF 54,000 54,000 53,972 53,972 38,646 CHF 39,186 CHF 98.56% 98.56%
13/11/2024 1.41% 0.67 CHF 0.68 CHF 54,000 54,000 54,109 54,109 38,054 CHF 38,595 CHF 100.00% 100.00%
12/11/2024 1.32% 0.69 CHF 0.70 CHF 54,000 54,000 53,498 53,498 40,356 CHF 40,891 CHF 99.90% 99.90%
11/11/2024 1.22% 0.83 CHF 0.84 CHF 53,000 53,000 53,000 53,000 43,296 CHF 43,826 CHF 100.00% 100.00%
08/11/2024 1.37% 0.73 CHF 0.74 CHF 54,000 54,000 53,963 53,963 39,112 CHF 39,652 CHF 99.05% 99.05%
07/11/2024 1.27% 0.72 CHF 0.73 CHF 54,000 54,000 52,874 52,874 41,529 CHF 42,058 CHF 100.00% 100.00%

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