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 0.60% 1.67 CHF 1.68 CHF 24,000 24,000 23,774 23,774 40,008 CHF 40,246 CHF 100.00% 100.00%
19/11/2024 0.58% 1.67 CHF 1.68 CHF 24,000 24,000 23,772 23,772 41,213 CHF 41,451 CHF 98.92% 98.92%
18/11/2024 0.60% 1.79 CHF 1.80 CHF 24,000 24,000 23,863 23,863 40,114 CHF 40,353 CHF 100.00% 100.00%
15/11/2024 0.59% 1.62 CHF 1.63 CHF 25,000 25,000 24,137 24,137 40,510 CHF 40,752 CHF 72.14% 72.14%
14/11/2024 0.58% 1.79 CHF 1.80 CHF 24,000 24,000 23,774 23,774 41,165 CHF 41,403 CHF 100.00% 100.00%
13/11/2024 0.62% 1.88 CHF 1.89 CHF 24,000 24,000 24,299 24,299 39,633 CHF 39,876 CHF 99.44% 99.44%
12/11/2024 0.47% 1.86 CHF 1.87 CHF 24,000 24,000 22,818 22,818 49,367 CHF 49,596 CHF 100.00% 100.00%
11/11/2024 0.44% 2.31 CHF 2.32 CHF 22,000 22,000 21,868 21,868 50,630 CHF 50,849 CHF 100.00% 100.00%
08/11/2024 0.46% 2.22 CHF 2.23 CHF 23,000 23,000 22,785 22,785 50,100 CHF 50,328 CHF 100.00% 100.00%
07/11/2024 0.45% 2.21 CHF 2.22 CHF 23,000 23,000 22,784 22,784 50,921 CHF 51,150 CHF 100.00% 100.00%

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