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 0.80% 1.24 CHF 1.25 CHF 47,490 47,490 46,996 46,996 59,259 CHF 59,730 CHF 100.00% 100.00%
19/11/2024 0.79% 1.25 CHF 1.26 CHF 44,690 44,690 44,073 44,073 56,030 CHF 56,471 CHF 100.00% 100.00%
18/11/2024 0.73% 1.39 CHF 1.40 CHF 44,790 44,790 44,454 44,454 61,160 CHF 61,605 CHF 100.00% 100.00%
15/11/2024 0.72% 1.33 CHF 1.34 CHF 43,090 43,090 42,854 42,854 58,922 CHF 59,351 CHF 71.43% 71.43%
14/11/2024 - - CHF - CHF 0 0 0 0 0 CHF 0 CHF 0.00% 0.00%
13/11/2024 0.75% 1.34 CHF 1.35 CHF 44,180 44,180 43,826 43,826 58,867 CHF 59,306 CHF 98.94% 98.94%
12/11/2024 0.73% 1.36 CHF 1.37 CHF 42,370 42,370 41,826 41,826 57,655 CHF 58,073 CHF 100.00% 100.00%
11/11/2024 0.69% 1.44 CHF 1.45 CHF 41,820 41,820 41,259 41,259 60,507 CHF 60,920 CHF 100.00% 100.00%
08/11/2024 0.69% 1.45 CHF 1.46 CHF 41,080 41,080 40,630 40,630 59,360 CHF 59,767 CHF 100.00% 100.00%
07/11/2024 0.67% 1.48 CHF 1.49 CHF 41,110 41,110 40,625 40,625 61,029 CHF 61,436 CHF 100.00% 100.00%

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