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 0.66% 1.49 CHF 1.50 CHF 40,500 40,500 39,840 39,840 60,921 CHF 61,320 CHF 100.00% 100.00%
19/11/2024 0.67% 1.51 CHF 1.52 CHF 40,400 40,400 39,956 39,956 60,392 CHF 60,792 CHF 98.91% 98.91%
18/11/2024 0.65% 1.57 CHF 1.58 CHF 40,000 40,000 39,686 39,686 61,863 CHF 62,260 CHF 100.00% 100.00%
15/11/2024 0.61% 1.59 CHF 1.60 CHF 39,800 39,800 39,596 39,596 64,228 CHF 64,624 CHF 71.75% 71.75%
14/11/2024 0.62% 1.66 CHF 1.67 CHF 39,400 39,400 39,118 39,118 63,861 CHF 64,252 CHF 100.00% 100.00%
13/11/2024 0.62% 1.63 CHF 1.64 CHF 39,500 39,500 39,094 39,094 63,980 CHF 64,371 CHF 99.36% 99.36%
12/11/2024 0.58% 1.67 CHF 1.68 CHF 39,100 39,100 38,246 38,246 66,443 CHF 66,826 CHF 100.00% 100.00%
11/11/2024 0.56% 1.80 CHF 1.81 CHF 38,200 38,200 37,832 37,832 68,063 CHF 68,442 CHF 100.00% 100.00%
08/11/2024 0.58% 1.70 CHF 1.71 CHF 39,000 39,000 38,454 38,454 66,510 CHF 66,895 CHF 100.00% 100.00%
07/11/2024 0.56% 1.83 CHF 1.84 CHF 38,200 38,200 38,099 38,099 68,389 CHF 68,770 CHF 100.00% 100.00%

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