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 2.27% 0.85 CHF 0.86 CHF 66,000 66,000 28,981 28,981 28,134 CHF 28,656 CHF 99.57% 99.57%
19/11/2024 2.71% 1.03 CHF 1.04 CHF 64,000 64,000 28,830 28,830 26,493 CHF 27,017 CHF 99.21% 99.21%
18/11/2024 2.47% 0.75 CHF 0.76 CHF 68,000 68,000 30,453 30,453 22,168 CHF 22,631 CHF 99.90% 99.90%
15/11/2024 2.91% 0.65 CHF 0.66 CHF 68,000 68,000 27,872 27,872 19,235 CHF 19,688 CHF 91.62% 91.62%
14/11/2024 1.53% 1.34 CHF 1.36 CHF 60,000 60,000 26,349 26,349 35,014 CHF 35,530 CHF 99.72% 99.72%
13/11/2024 1.48% 1.24 CHF 1.25 CHF 60,000 60,000 28,223 28,223 31,162 CHF 31,529 CHF 99.93% 99.93%
12/11/2024 1.41% 1.06 CHF 1.07 CHF 64,000 64,000 28,399 28,399 30,837 CHF 31,206 CHF 99.93% 99.93%
11/11/2024 1.47% 1.12 CHF 1.13 CHF 62,000 62,000 25,771 25,771 30,167 CHF 30,524 CHF 99.90% 99.90%
08/11/2024 1.24% 1.34 CHF 1.35 CHF 60,000 60,000 27,962 27,962 35,695 CHF 36,057 CHF 97.41% 97.41%
07/11/2024 1.50% 1.06 CHF 1.07 CHF 64,000 64,000 28,569 28,569 30,249 CHF 30,620 CHF 100.00% 100.00%

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