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 0.58% 1.68 CHF 1.69 CHF 38,200 38,200 37,555 37,555 64,701 CHF 65,076 CHF 100.00% 100.00%
19/11/2024 0.57% 1.76 CHF 1.77 CHF 34,900 34,900 35,445 35,445 61,843 CHF 62,197 CHF 100.00% 100.00%
18/11/2024 0.54% 1.87 CHF 1.88 CHF 33,300 33,300 33,163 33,163 61,827 CHF 62,159 CHF 100.00% 100.00%
15/11/2024 0.51% 1.97 CHF 1.98 CHF 33,700 33,700 33,561 33,561 66,265 CHF 66,601 CHF 100.00% 100.00%
14/11/2024 0.51% 1.96 CHF 1.97 CHF 33,800 33,800 33,661 33,661 65,873 CHF 66,210 CHF 100.00% 100.00%
13/11/2024 0.53% 1.94 CHF 1.95 CHF 34,100 34,100 33,959 33,959 64,048 CHF 64,387 CHF 100.00% 100.00%
12/11/2024 0.52% 1.92 CHF 1.93 CHF 33,100 33,100 32,964 32,964 63,800 CHF 64,130 CHF 100.00% 100.00%
11/11/2024 0.48% 2.02 CHF 2.03 CHF 32,600 32,600 32,011 32,011 66,452 CHF 66,772 CHF 100.00% 100.00%
08/11/2024 0.47% 2.05 CHF 2.06 CHF 32,300 32,300 31,145 31,145 65,579 CHF 65,890 CHF 100.00% 100.00%
07/11/2024 0.48% 2.08 CHF 2.09 CHF 32,600 32,600 32,711 32,711 67,538 CHF 67,865 CHF 100.00% 100.00%

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