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
22/11/2024 0.99% 1.03 CHF 1.04 CHF 63,800 63,800 64,601 64,601 64,948 CHF 65,594 CHF 99.98% 99.98%
20/11/2024 0.98% 1.01 CHF 1.02 CHF 61,500 61,500 61,710 61,710 62,636 CHF 63,253 CHF 100.00% 100.00%
19/11/2024 1.02% 1.01 CHF 1.02 CHF 61,700 61,700 62,910 62,910 61,420 CHF 62,049 CHF 100.00% 100.00%
18/11/2024 1.00% 1.01 CHF 1.02 CHF 61,700 61,700 62,106 62,106 61,798 CHF 62,419 CHF 100.00% 100.00%
15/11/2024 0.97% 1.03 CHF 1.04 CHF 60,500 60,500 60,500 60,500 62,381 CHF 62,986 CHF 100.00% 100.00%
14/11/2024 0.99% 1.05 CHF 1.06 CHF 63,400 63,400 63,939 63,939 64,317 CHF 64,956 CHF 100.00% 100.00%
13/11/2024 1.01% 0.96 CHF 0.97 CHF 64,000 64,000 63,558 63,558 62,350 CHF 62,986 CHF 100.00% 100.00%
12/11/2024 0.98% 0.99 CHF 1.00 CHF 60,400 60,400 59,354 59,354 60,160 CHF 60,753 CHF 99.86% 99.86%
11/11/2024 0.92% 1.07 CHF 1.08 CHF 59,300 59,300 59,129 59,129 64,079 CHF 64,670 CHF 99.66% 99.66%
08/11/2024 0.93% 1.07 CHF 1.08 CHF 59,200 59,200 59,139 59,139 63,567 CHF 64,158 CHF 99.45% 99.45%

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