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 1.41% 1.22 CHF 1.23 CHF 91,000 91,000 40,582 40,582 50,981 CHF 51,596 CHF 99.90% 99.90%
19/11/2024 1.48% 1.20 CHF 1.21 CHF 92,000 92,000 40,989 40,989 49,265 CHF 49,886 CHF 100.00% 100.00%
18/11/2024 1.48% 1.22 CHF 1.23 CHF 91,000 91,000 40,847 40,847 49,337 CHF 49,956 CHF 99.90% 99.90%
15/11/2024 1.42% 1.19 CHF 1.20 CHF 91,000 91,000 40,557 40,557 50,458 CHF 51,072 CHF 99.90% 99.90%
14/11/2024 1.35% 1.28 CHF 1.29 CHF 90,000 90,000 40,336 40,336 52,671 CHF 53,282 CHF 100.00% 100.00%
13/11/2024 1.35% 1.31 CHF 1.32 CHF 90,000 90,000 40,402 40,402 53,168 CHF 53,780 CHF 100.00% 100.00%
12/11/2024 1.33% 1.35 CHF 1.36 CHF 89,000 89,000 40,196 40,196 54,233 CHF 54,843 CHF 99.85% 99.85%
11/11/2024 1.29% 1.36 CHF 1.37 CHF 89,000 89,000 40,173 40,173 55,383 CHF 55,993 CHF 99.59% 99.59%
08/11/2024 1.31% 1.38 CHF 1.39 CHF 89,000 89,000 40,374 40,374 55,451 CHF 56,063 CHF 99.23% 99.23%
07/11/2024 1.30% 1.37 CHF 1.38 CHF 90,000 90,000 40,306 40,306 55,559 CHF 56,171 CHF 99.89% 99.89%

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