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 1.63% 0.61 CHF 0.62 CHF 94,000 94,000 91,493 91,493 55,621 CHF 56,536 CHF 100.00% 100.00%
19/11/2024 1.62% 0.62 CHF 0.63 CHF 94,000 94,000 91,391 91,391 55,908 CHF 56,822 CHF 100.00% 100.00%
18/11/2024 1.62% 0.60 CHF 0.61 CHF 94,000 94,000 91,504 91,504 56,038 CHF 56,953 CHF 100.00% 100.00%
15/11/2024 1.59% 0.62 CHF 0.63 CHF 94,000 94,000 91,396 91,396 56,974 CHF 57,888 CHF 100.00% 100.00%
14/11/2024 1.50% 0.65 CHF 0.66 CHF 94,000 94,000 92,564 92,564 61,170 CHF 62,095 CHF 99.33% 99.33%
13/11/2024 1.57% 0.64 CHF 0.65 CHF 94,000 94,000 91,730 91,730 58,147 CHF 59,064 CHF 100.00% 100.00%
12/11/2024 1.58% 0.64 CHF 0.65 CHF 94,000 94,000 91,114 91,114 57,227 CHF 58,139 CHF 98.86% 100.00%
11/11/2024 1.76% 0.59 CHF 0.60 CHF 92,000 92,000 87,740 87,740 49,414 CHF 50,291 CHF 99.93% 99.93%
08/11/2024 1.94% 0.55 CHF 0.56 CHF 90,000 90,000 85,908 85,908 43,879 CHF 44,738 CHF 100.00% 100.00%
07/11/2024 2.29% 0.42 CHF 0.43 CHF 84,000 84,000 82,887 82,887 35,873 CHF 36,702 CHF 98.41% 98.41%

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