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 1.39% 0.73 CHF 0.74 CHF 43,000 43,000 42,491 42,491 30,450 CHF 30,875 CHF 100.00% 100.00%
19/11/2024 1.38% 0.70 CHF 0.71 CHF 42,000 42,000 42,740 42,740 30,720 CHF 31,147 CHF 100.00% 100.00%
18/11/2024 1.48% 0.67 CHF 0.68 CHF 42,000 42,000 41,908 41,908 28,189 CHF 28,608 CHF 100.00% 100.00%
15/11/2024 1.50% 0.67 CHF 0.68 CHF 42,000 42,000 41,303 41,303 27,293 CHF 27,706 CHF 100.00% 100.00%
14/11/2024 1.42% 0.68 CHF 0.69 CHF 42,000 42,000 42,134 42,134 29,424 CHF 29,845 CHF 100.00% 100.00%
13/11/2024 1.44% 0.70 CHF 0.71 CHF 42,000 42,000 42,000 42,000 29,036 CHF 29,456 CHF 100.00% 100.00%
12/11/2024 1.51% 0.68 CHF 0.69 CHF 42,000 42,000 41,327 41,327 27,238 CHF 27,651 CHF 99.85% 99.85%
11/11/2024 1.79% 0.56 CHF 0.57 CHF 40,000 40,000 39,983 39,983 22,160 CHF 22,560 CHF 99.70% 99.70%
08/11/2024 1.75% 0.58 CHF 0.59 CHF 40,000 40,000 39,993 39,993 22,679 CHF 23,078 CHF 98.83% 98.83%
07/11/2024 1.97% 0.51 CHF 0.52 CHF 39,000 39,000 38,842 38,842 19,526 CHF 19,914 CHF 99.44% 99.44%

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