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 0.90% 1.10 CHF 1.11 CHF 68,100 68,100 67,819 67,819 74,796 CHF 75,475 CHF 100.00% 100.00%
19/11/2024 0.89% 1.12 CHF 1.13 CHF 67,700 67,700 67,421 67,421 75,368 CHF 76,042 CHF 99.89% 99.89%
18/11/2024 0.82% 1.14 CHF 1.15 CHF 63,000 63,000 62,311 62,311 75,269 CHF 75,892 CHF 100.00% 100.00%
15/11/2024 0.76% 1.27 CHF 1.28 CHF 56,100 56,100 55,869 55,869 73,301 CHF 73,859 CHF 100.00% 100.00%
14/11/2024 0.69% 1.39 CHF 1.40 CHF 50,200 50,200 49,628 49,628 71,788 CHF 72,284 CHF 99.45% 99.45%
13/11/2024 0.65% 1.58 CHF 1.59 CHF 48,500 48,500 48,300 48,300 74,506 CHF 74,989 CHF 100.00% 100.00%
12/11/2024 0.63% 1.58 CHF 1.59 CHF 47,200 47,200 47,006 47,006 74,358 CHF 74,828 CHF 99.91% 99.91%
11/11/2024 0.61% 1.65 CHF 1.66 CHF 48,500 48,500 48,300 48,300 79,320 CHF 79,803 CHF 100.00% 100.00%
08/11/2024 0.62% 1.57 CHF 1.58 CHF 48,000 48,000 47,800 47,800 77,347 CHF 77,825 CHF 98.94% 98.94%
07/11/2024 0.61% 1.62 CHF 1.63 CHF 49,700 49,700 49,495 49,495 81,426 CHF 81,921 CHF 100.00% 100.00%

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