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 2.71% 0.32 CHF 0.33 CHF 55,000 55,000 54,563 54,563 19,981 CHF 20,526 CHF 99.48% 99.48%
19/11/2024 2.52% 0.40 CHF 0.41 CHF 54,000 54,000 54,323 54,323 21,551 CHF 22,095 CHF 100.00% 100.00%
18/11/2024 1.97% 0.51 CHF 0.52 CHF 53,000 53,000 53,000 53,000 26,623 CHF 27,153 CHF 99.89% 99.89%
15/11/2024 2.04% 0.49 CHF 0.50 CHF 53,000 53,000 53,081 53,081 25,784 CHF 26,315 CHF 100.00% 100.00%
14/11/2024 2.30% 0.44 CHF 0.45 CHF 54,000 54,000 53,972 53,972 23,247 CHF 23,786 CHF 98.58% 98.58%
13/11/2024 2.37% 0.39 CHF 0.40 CHF 54,000 54,000 54,109 54,109 22,637 CHF 23,178 CHF 100.00% 100.00%
12/11/2024 2.12% 0.41 CHF 0.42 CHF 54,000 54,000 53,498 53,498 25,103 CHF 25,638 CHF 99.88% 99.88%
11/11/2024 1.87% 0.55 CHF 0.56 CHF 53,000 53,000 53,000 53,000 28,185 CHF 28,715 CHF 100.00% 100.00%
08/11/2024 2.26% 0.45 CHF 0.46 CHF 54,000 54,000 53,963 53,963 23,703 CHF 24,243 CHF 99.04% 99.04%
07/11/2024 2.00% 0.44 CHF 0.45 CHF 54,000 54,000 52,874 52,874 26,368 CHF 26,897 CHF 100.00% 100.00%

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