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 4.16% 0.75 CHF 0.78 CHF 50,700 50,700 49,709 49,709 35,187 CHF 36,678 CHF 99.45% 99.45%
19/11/2024 4.51% 0.67 CHF 0.70 CHF 49,400 49,400 36,448 36,448 29,343 CHF 30,688 CHF 98.77% 98.77%
18/11/2024 4.63% 0.93 CHF 0.97 CHF 32,600 32,600 23,611 23,611 27,009 CHF 28,274 CHF 98.78% 98.78%
15/11/2024 4.78% 1.40 CHF 1.46 CHF 20,900 20,900 16,728 16,728 23,311 CHF 24,432 CHF 100.00% 100.00%
14/11/2024 3.14% 1.92 CHF 1.99 CHF 15,400 15,400 18,115 18,115 35,446 CHF 36,568 CHF 100.00% 100.00%
13/11/2024 3.06% 1.76 CHF 1.82 CHF 18,900 18,900 21,728 21,728 36,445 CHF 37,576 CHF 100.00% 100.00%
12/11/2024 2.74% 1.71 CHF 1.76 CHF 22,600 22,600 26,462 26,462 39,973 CHF 41,080 CHF 99.81% 99.81%
11/11/2024 3.22% 1.28 CHF 1.32 CHF 27,500 27,500 31,900 31,900 38,950 CHF 40,226 CHF 99.74% 99.74%
08/11/2024 2.95% 1.19 CHF 1.23 CHF 33,300 33,300 37,669 37,669 40,605 CHF 41,813 CHF 100.00% 100.00%
07/11/2024 3.36% 0.87 CHF 0.90 CHF 39,000 39,000 40,526 40,526 35,602 CHF 36,818 CHF 99.69% 99.69%

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