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
25/11/2024 2.72% 0.72 CHF 0.73 CHF 17,590 17,590 11,799 11,799 8,347 CHF 8,557 CHF 99.64% 99.64%
22/11/2024 2.89% 0.66 CHF 0.67 CHF 17,810 17,810 11,868 11,868 7,833 CHF 8,044 CHF 99.41% 99.41%
20/11/2024 2.31% 0.84 CHF 0.85 CHF 17,140 17,140 11,514 11,514 9,524 CHF 9,728 CHF 100.00% 100.00%
19/11/2024 2.27% 0.84 CHF 0.85 CHF 17,250 17,250 11,474 11,474 9,649 CHF 9,852 CHF 98.36% 98.36%
18/11/2024 2.10% 0.90 CHF 0.91 CHF 16,970 16,970 11,311 11,311 10,226 CHF 10,426 CHF 100.00% 100.00%
15/11/2024 1.94% 0.87 CHF 0.88 CHF 17,050 17,050 11,001 11,001 10,867 CHF 11,067 CHF 71.75% 71.75%
14/11/2024 1.92% 1.00 CHF 1.01 CHF 16,540 16,540 11,041 11,041 11,014 CHF 11,210 CHF 99.79% 99.79%
13/11/2024 1.76% 1.03 CHF 1.04 CHF 16,400 16,400 10,897 10,897 11,710 CHF 11,902 CHF 99.90% 99.90%
12/11/2024 1.78% 1.04 CHF 1.05 CHF 16,430 16,430 10,880 10,880 11,688 CHF 11,881 CHF 99.50% 99.50%
11/11/2024 1.55% 1.20 CHF 1.21 CHF 15,840 15,840 10,515 10,515 12,981 CHF 13,167 CHF 99.76% 99.76%

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