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 1.22% 0.91 CHF 0.92 CHF 60,000 50,000 60,000 50,000 52,770 CHF 44,514 CHF 100.00% 100.00%
19/11/2024 1.24% 0.91 CHF 0.92 CHF 60,000 50,000 60,000 50,000 55,110 CHF 46,498 CHF 100.00% 100.00%
18/11/2024 1.21% 0.88 CHF 0.89 CHF 60,000 50,000 60,000 50,000 53,328 CHF 44,983 CHF 100.00% 100.00%
15/11/2024 1.19% 0.94 CHF 0.96 CHF 60,000 50,000 60,000 50,000 54,252 CHF 45,752 CHF 100.00% 100.00%
14/11/2024 1.27% 0.87 CHF 0.88 CHF 60,000 50,000 60,000 50,000 52,146 CHF 44,009 CHF 99.52% 99.52%
13/11/2024 1.26% 0.90 CHF 0.91 CHF 60,000 50,000 60,000 49,700 52,847 CHF 44,330 CHF 98.35% 98.35%
12/11/2024 1.26% 0.85 CHF 0.86 CHF 60,000 50,000 68,399 50,000 56,319 CHF 41,722 CHF 99.93% 99.93%
11/11/2024 1.35% 0.77 CHF 0.78 CHF 70,000 50,000 70,000 50,000 54,131 CHF 39,191 CHF 100.00% 100.00%
08/11/2024 1.30% 0.83 CHF 0.84 CHF 70,000 50,000 64,892 50,000 54,131 CHF 42,290 CHF 100.00% 100.00%
07/11/2024 1.37% 0.86 CHF 0.87 CHF 60,000 50,000 66,713 48,695 55,326 CHF 40,963 CHF 98.50% 98.50%

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