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 1.15% 0.91 CHF 0.92 CHF 182,000 182,000 80,642 80,642 71,467 CHF 72,275 CHF 99.90% 99.90%
19/11/2024 1.12% 0.91 CHF 0.92 CHF 184,000 184,000 81,845 81,845 74,410 CHF 75,230 CHF 100.00% 100.00%
18/11/2024 1.11% 0.90 CHF 0.91 CHF 182,000 182,000 81,460 81,460 74,330 CHF 75,146 CHF 99.90% 99.90%
15/11/2024 1.14% 0.92 CHF 0.93 CHF 182,000 182,000 80,592 80,592 72,561 CHF 73,368 CHF 99.90% 99.90%
14/11/2024 1.17% 0.88 CHF 0.89 CHF 180,000 180,000 80,150 80,150 69,697 CHF 70,500 CHF 100.00% 100.00%
13/11/2024 1.19% 0.86 CHF 0.87 CHF 180,000 180,000 80,284 80,284 68,756 CHF 69,560 CHF 100.00% 100.00%
12/11/2024 1.21% 0.84 CHF 0.85 CHF 178,000 178,000 79,879 79,879 66,933 CHF 67,733 CHF 99.85% 99.85%
11/11/2024 1.24% 0.83 CHF 0.84 CHF 178,000 178,000 79,824 79,824 65,506 CHF 66,305 CHF 99.55% 99.55%
08/11/2024 1.25% 0.81 CHF 0.82 CHF 178,000 178,000 80,149 80,149 65,125 CHF 65,928 CHF 99.46% 99.46%
07/11/2024 1.25% 0.82 CHF 0.83 CHF 180,000 180,000 80,087 80,087 65,080 CHF 65,883 CHF 99.90% 99.90%

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