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 1.48% 0.65 CHF 0.68 CHF 92,000 94,000 92,142 92,142 61,913 CHF 62,834 CHF 0.96% 97.34%
22/11/2024 1.41% 0.70 CHF 0.71 CHF 94,000 94,000 91,703 91,703 64,740 CHF 65,657 CHF 100.00% 100.00%
20/11/2024 1.42% 0.70 CHF 0.71 CHF 94,000 94,000 91,493 91,493 63,897 CHF 64,812 CHF 100.00% 100.00%
19/11/2024 1.41% 0.71 CHF 0.72 CHF 94,000 94,000 91,391 91,391 64,151 CHF 65,065 CHF 100.00% 100.00%
18/11/2024 1.41% 0.69 CHF 0.70 CHF 94,000 94,000 91,505 91,505 64,343 CHF 65,258 CHF 100.00% 100.00%
15/11/2024 1.39% 0.71 CHF 0.72 CHF 94,000 94,000 91,397 91,397 65,279 CHF 66,193 CHF 100.00% 100.00%
14/11/2024 1.32% 0.74 CHF 0.75 CHF 94,000 94,000 92,566 92,566 69,604 CHF 70,529 CHF 99.34% 99.34%
13/11/2024 1.37% 0.74 CHF 0.75 CHF 94,000 94,000 91,730 91,730 66,516 CHF 67,433 CHF 100.00% 100.00%
12/11/2024 1.38% 0.74 CHF 0.75 CHF 94,000 94,000 91,115 91,115 65,577 CHF 66,488 CHF 98.86% 100.00%
11/11/2024 1.52% 0.68 CHF 0.69 CHF 92,000 92,000 87,739 87,739 57,446 CHF 58,323 CHF 99.93% 99.93%

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