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 1.46% 0.72 CHF 0.73 CHF 182,000 182,000 80,639 80,639 56,410 CHF 57,218 CHF 99.90% 99.90%
19/11/2024 1.40% 0.72 CHF 0.73 CHF 184,000 184,000 81,846 81,846 59,118 CHF 59,938 CHF 100.00% 100.00%
18/11/2024 1.39% 0.72 CHF 0.73 CHF 182,000 182,000 81,457 81,457 59,235 CHF 60,051 CHF 99.90% 99.90%
15/11/2024 1.44% 0.74 CHF 0.75 CHF 182,000 182,000 80,590 80,590 57,538 CHF 58,345 CHF 99.90% 99.90%
14/11/2024 1.49% 0.69 CHF 0.70 CHF 180,000 180,000 80,150 80,150 54,951 CHF 55,754 CHF 100.00% 100.00%
13/11/2024 1.52% 0.68 CHF 0.69 CHF 180,000 180,000 80,283 80,283 53,918 CHF 54,722 CHF 100.00% 100.00%
12/11/2024 1.55% 0.66 CHF 0.67 CHF 178,000 178,000 79,877 79,877 52,191 CHF 52,991 CHF 99.87% 99.87%
11/11/2024 1.60% 0.65 CHF 0.66 CHF 178,000 178,000 79,822 79,822 50,897 CHF 51,697 CHF 99.59% 99.59%
08/11/2024 1.61% 0.63 CHF 0.64 CHF 178,000 178,000 80,233 80,233 50,498 CHF 51,302 CHF 99.22% 99.22%
07/11/2024 1.61% 0.63 CHF 0.64 CHF 180,000 180,000 80,087 80,087 50,426 CHF 51,229 CHF 99.89% 99.89%

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