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 1.80% 0.53 CHF 0.56 CHF 92,000 94,000 92,144 92,144 50,856 CHF 51,778 CHF 0.96% 97.34%
22/11/2024 1.69% 0.58 CHF 0.59 CHF 94,000 94,000 91,702 91,702 53,658 CHF 54,575 CHF 100.00% 100.00%
20/11/2024 1.72% 0.58 CHF 0.59 CHF 94,000 94,000 91,493 91,493 52,814 CHF 53,729 CHF 100.00% 100.00%
19/11/2024 1.71% 0.59 CHF 0.60 CHF 94,000 94,000 91,392 91,392 53,109 CHF 54,023 CHF 100.00% 100.00%
18/11/2024 1.71% 0.57 CHF 0.58 CHF 94,000 94,000 91,505 91,505 53,189 CHF 54,104 CHF 100.00% 100.00%
15/11/2024 1.67% 0.59 CHF 0.60 CHF 94,000 94,000 91,396 91,396 54,155 CHF 55,068 CHF 100.00% 100.00%
14/11/2024 1.57% 0.62 CHF 0.63 CHF 94,000 94,000 92,568 92,568 58,303 CHF 59,229 CHF 99.39% 99.39%
13/11/2024 1.64% 0.61 CHF 0.62 CHF 94,000 94,000 91,731 91,731 55,355 CHF 56,272 CHF 100.00% 100.00%
12/11/2024 1.66% 0.61 CHF 0.62 CHF 94,000 94,000 91,115 91,115 54,437 CHF 55,349 CHF 98.86% 100.00%
11/11/2024 1.86% 0.56 CHF 0.57 CHF 92,000 92,000 87,739 87,739 46,703 CHF 47,580 CHF 99.93% 99.93%

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