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 0.97% 1.00 CHF 1.01 CHF 40,500 40,500 39,844 39,844 41,437 CHF 41,835 CHF 100.00% 100.00%
19/11/2024 0.99% 1.02 CHF 1.03 CHF 40,400 40,400 39,951 39,951 40,820 CHF 41,220 CHF 98.91% 98.91%
18/11/2024 0.94% 1.08 CHF 1.09 CHF 40,000 40,000 39,679 39,679 42,448 CHF 42,845 CHF 100.00% 100.00%
15/11/2024 0.88% 1.11 CHF 1.12 CHF 39,800 39,800 39,597 39,597 44,873 CHF 45,269 CHF 71.86% 71.86%
14/11/2024 0.88% 1.17 CHF 1.18 CHF 39,400 39,400 39,107 39,107 44,718 CHF 45,109 CHF 100.00% 100.00%
13/11/2024 0.88% 1.14 CHF 1.15 CHF 39,500 39,500 39,086 39,086 44,841 CHF 45,232 CHF 99.39% 99.39%
12/11/2024 0.81% 1.18 CHF 1.19 CHF 39,100 39,100 38,241 38,241 47,747 CHF 48,129 CHF 100.00% 100.00%
11/11/2024 0.77% 1.31 CHF 1.32 CHF 38,200 38,200 37,838 37,838 49,558 CHF 49,937 CHF 100.00% 100.00%
08/11/2024 0.81% 1.22 CHF 1.23 CHF 39,000 39,000 38,454 38,454 47,726 CHF 48,110 CHF 100.00% 100.00%
07/11/2024 0.77% 1.34 CHF 1.35 CHF 38,200 38,200 38,089 38,089 49,766 CHF 50,147 CHF 100.00% 100.00%

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