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 1.14% 0.89 CHF 0.90 CHF 110,000 110,000 109,125 109,125 95,330 CHF 96,421 CHF 99.47% 99.47%
19/11/2024 1.16% 0.86 CHF 0.87 CHF 108,000 108,000 108,645 108,645 93,313 CHF 94,399 CHF 100.00% 100.00%
18/11/2024 1.23% 0.81 CHF 0.82 CHF 106,000 106,000 106,000 106,000 85,912 CHF 86,972 CHF 99.89% 99.89%
15/11/2024 1.21% 0.82 CHF 0.83 CHF 106,000 106,000 106,162 106,162 87,353 CHF 88,414 CHF 100.00% 100.00%
14/11/2024 1.17% 0.85 CHF 0.86 CHF 108,000 108,000 107,945 107,945 91,753 CHF 92,833 CHF 98.57% 98.57%
13/11/2024 1.16% 0.87 CHF 0.88 CHF 108,000 108,000 108,218 108,218 92,752 CHF 93,834 CHF 100.00% 100.00%
12/11/2024 1.20% 0.86 CHF 0.87 CHF 108,000 108,000 106,996 106,996 88,966 CHF 90,036 CHF 99.88% 99.88%
11/11/2024 1.24% 0.79 CHF 0.80 CHF 106,000 106,000 106,000 106,000 85,120 CHF 86,180 CHF 100.00% 100.00%
08/11/2024 1.17% 0.85 CHF 0.86 CHF 108,000 108,000 107,925 107,925 92,026 CHF 93,106 CHF 99.04% 99.04%
07/11/2024 1.20% 0.86 CHF 0.87 CHF 108,000 108,000 105,748 105,748 87,653 CHF 88,711 CHF 100.00% 100.00%

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