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 1.74% 0.53 CHF 0.54 CHF 55,000 55,000 54,563 54,563 31,165 CHF 31,710 CHF 99.48% 99.48%
19/11/2024 1.66% 0.60 CHF 0.61 CHF 54,000 54,000 54,323 54,322 32,596 CHF 33,139 CHF 100.00% 100.00%
18/11/2024 1.41% 0.72 CHF 0.73 CHF 53,000 53,000 53,000 53,000 37,421 CHF 37,951 CHF 99.89% 99.89%
15/11/2024 1.44% 0.69 CHF 0.70 CHF 53,000 53,000 53,081 53,081 36,637 CHF 37,168 CHF 100.00% 100.00%
14/11/2024 1.57% 0.64 CHF 0.65 CHF 54,000 54,000 53,972 53,972 34,229 CHF 34,769 CHF 98.62% 98.62%
13/11/2024 1.60% 0.59 CHF 0.60 CHF 54,000 54,000 54,109 54,109 33,675 CHF 34,217 CHF 100.00% 100.00%
12/11/2024 1.48% 0.61 CHF 0.62 CHF 54,000 54,000 53,498 53,494 36,045 CHF 36,578 CHF 99.88% 99.88%
11/11/2024 1.35% 0.75 CHF 0.76 CHF 53,000 53,000 52,989 53,000 39,027 CHF 39,564 CHF 100.00% 100.00%
08/11/2024 1.55% 0.65 CHF 0.66 CHF 54,000 54,000 53,962 53,962 34,670 CHF 35,210 CHF 99.04% 99.04%
07/11/2024 1.42% 0.64 CHF 0.65 CHF 54,000 54,000 52,874 52,808 37,201 CHF 37,682 CHF 100.00% 100.00%

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