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 1.28% 0.82 CHF 0.83 CHF 182,000 182,000 80,637 80,637 64,224 CHF 65,032 CHF 99.90% 99.90%
19/11/2024 1.24% 0.82 CHF 0.83 CHF 184,000 184,000 81,845 81,845 67,077 CHF 67,897 CHF 100.00% 100.00%
18/11/2024 1.23% 0.81 CHF 0.82 CHF 182,000 182,000 81,455 81,455 66,989 CHF 67,805 CHF 99.90% 99.90%
15/11/2024 1.26% 0.83 CHF 0.84 CHF 182,000 182,000 80,589 80,589 65,246 CHF 66,054 CHF 99.90% 99.90%
14/11/2024 1.31% 0.79 CHF 0.80 CHF 180,000 180,000 80,146 80,146 62,442 CHF 63,245 CHF 100.00% 100.00%
13/11/2024 1.33% 0.77 CHF 0.78 CHF 180,000 180,000 80,289 80,289 61,524 CHF 62,328 CHF 100.00% 100.00%
12/11/2024 1.36% 0.75 CHF 0.76 CHF 178,000 178,000 79,879 79,879 59,751 CHF 60,551 CHF 99.85% 99.85%
11/11/2024 1.39% 0.74 CHF 0.75 CHF 178,000 178,000 79,817 79,817 58,335 CHF 59,135 CHF 99.59% 99.59%
08/11/2024 1.40% 0.72 CHF 0.73 CHF 178,000 178,000 80,206 80,206 58,089 CHF 58,892 CHF 99.24% 99.24%
07/11/2024 1.40% 0.73 CHF 0.74 CHF 180,000 180,000 80,087 80,087 57,989 CHF 58,792 CHF 99.89% 99.89%

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