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 0.68% 1.42 CHF 1.43 CHF 38,000 38,000 37,222 37,222 54,477 CHF 54,849 CHF 99.43% 99.43%
19/11/2024 0.76% 1.34 CHF 1.35 CHF 38,000 38,000 38,196 38,196 49,896 CHF 50,278 CHF 100.00% 100.00%
18/11/2024 0.67% 1.43 CHF 1.44 CHF 38,000 38,000 37,149 37,149 55,079 CHF 55,451 CHF 99.88% 99.88%
15/11/2024 0.66% 1.53 CHF 1.54 CHF 37,000 37,000 37,000 37,000 55,763 CHF 56,133 CHF 100.00% 100.00%
14/11/2024 0.66% 1.51 CHF 1.52 CHF 37,000 37,000 37,000 37,000 55,468 CHF 55,838 CHF 98.60% 98.60%
13/11/2024 0.68% 1.49 CHF 1.50 CHF 37,000 37,000 37,000 37,000 54,257 CHF 54,627 CHF 100.00% 100.00%
12/11/2024 0.64% 1.50 CHF 1.51 CHF 37,000 37,000 36,978 36,978 57,246 CHF 57,615 CHF 99.88% 99.88%
11/11/2024 0.60% 1.66 CHF 1.67 CHF 36,000 36,000 36,000 36,000 59,943 CHF 60,303 CHF 100.00% 100.00%
08/11/2024 0.61% 1.65 CHF 1.66 CHF 36,000 36,000 36,000 36,000 59,055 CHF 59,415 CHF 98.30% 98.30%
07/11/2024 0.58% 1.71 CHF 1.72 CHF 36,000 36,000 35,992 35,992 61,840 CHF 62,200 CHF 100.00% 100.00%

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