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 2.76% 0.35 CHF 0.36 CHF 80,000 80,000 36,578 36,578 13,322 CHF 13,689 CHF 99.38% 99.38%
19/11/2024 2.37% 0.41 CHF 0.42 CHF 82,000 82,000 36,854 36,854 15,692 CHF 16,061 CHF 100.00% 100.00%
18/11/2024 2.15% 0.44 CHF 0.45 CHF 82,000 82,000 36,836 36,836 16,940 CHF 17,309 CHF 99.79% 99.79%
15/11/2024 2.40% 0.44 CHF 0.45 CHF 82,000 82,000 36,734 36,734 15,493 CHF 15,861 CHF 99.72% 99.72%
14/11/2024 2.70% 0.43 CHF 0.44 CHF 82,000 82,000 36,165 36,165 14,257 CHF 14,619 CHF 98.50% 98.50%
13/11/2024 2.71% 0.36 CHF 0.37 CHF 81,000 81,000 36,666 36,666 13,588 CHF 13,955 CHF 100.00% 100.00%
12/11/2024 2.87% 0.38 CHF 0.39 CHF 81,000 81,000 36,561 36,561 13,014 CHF 13,381 CHF 99.88% 99.88%
11/11/2024 3.05% 0.33 CHF 0.34 CHF 80,000 80,000 35,641 35,641 11,675 CHF 12,032 CHF 99.90% 99.90%
08/11/2024 3.07% 0.30 CHF 0.31 CHF 80,000 80,000 36,547 36,547 11,903 CHF 12,269 CHF 99.04% 99.04%
07/11/2024 2.99% 0.36 CHF 0.37 CHF 81,000 81,000 35,877 35,877 12,168 CHF 12,528 CHF 99.90% 99.90%

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