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 1.33% 0.78 CHF 0.79 CHF 80,000 80,000 36,572 36,572 27,909 CHF 28,276 CHF 99.33% 99.33%
19/11/2024 1.45% 0.71 CHF 0.72 CHF 82,000 82,000 36,855 36,855 25,808 CHF 26,177 CHF 100.00% 100.00%
18/11/2024 1.53% 0.69 CHF 0.70 CHF 82,000 82,000 36,830 36,830 24,730 CHF 25,099 CHF 99.77% 99.77%
15/11/2024 1.41% 0.70 CHF 0.71 CHF 82,000 82,000 36,816 36,816 26,300 CHF 26,669 CHF 99.90% 99.90%
14/11/2024 1.33% 0.70 CHF 0.71 CHF 82,000 82,000 36,162 36,162 26,863 CHF 27,225 CHF 98.55% 98.55%
13/11/2024 1.33% 0.77 CHF 0.78 CHF 81,000 81,000 36,667 36,667 27,900 CHF 28,267 CHF 100.00% 100.00%
12/11/2024 1.30% 0.75 CHF 0.76 CHF 81,000 81,000 36,569 36,569 28,319 CHF 28,686 CHF 99.88% 99.88%
11/11/2024 1.26% 0.81 CHF 0.82 CHF 80,000 80,000 35,640 35,640 28,879 CHF 29,236 CHF 99.90% 99.90%
08/11/2024 1.26% 0.83 CHF 0.84 CHF 80,000 80,000 36,546 36,546 29,438 CHF 29,804 CHF 99.05% 99.05%
07/11/2024 1.27% 0.77 CHF 0.78 CHF 81,000 81,000 35,877 35,877 28,463 CHF 28,822 CHF 99.90% 99.90%

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