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 1.02% 1.92 CHF 1.94 CHF 49,630 49,630 48,973 48,973 96,643 CHF 97,624 CHF 100.00% 100.00%
19/11/2024 1.03% 1.95 CHF 1.97 CHF 47,810 47,810 47,250 47,250 92,567 CHF 93,513 CHF 100.00% 100.00%
18/11/2024 0.98% 2.03 CHF 2.05 CHF 46,090 46,090 45,516 45,516 93,753 CHF 94,664 CHF 100.00% 100.00%
15/11/2024 0.93% 2.11 CHF 2.13 CHF 42,570 42,570 42,469 42,469 91,306 CHF 92,155 CHF 71.42% 71.42%
14/11/2024 - - CHF - CHF 0 0 0 0 0 CHF 0 CHF 0.00% 0.00%
13/11/2024 0.83% 2.38 CHF 2.40 CHF 40,820 40,820 40,399 40,399 97,599 CHF 98,408 CHF 98.96% 98.96%
12/11/2024 0.84% 2.37 CHF 2.39 CHF 39,520 39,520 39,055 39,055 93,687 CHF 94,469 CHF 100.00% 100.00%
11/11/2024 0.80% 2.51 CHF 2.53 CHF 40,070 40,070 39,715 39,715 99,503 CHF 100,298 CHF 100.00% 100.00%
08/11/2024 0.83% 2.39 CHF 2.41 CHF 39,350 39,350 38,866 38,866 94,500 CHF 95,278 CHF 100.00% 100.00%
07/11/2024 0.80% 2.53 CHF 2.55 CHF 39,670 39,670 39,390 39,390 98,988 CHF 99,777 CHF 100.00% 100.00%

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