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 0.69% 1.44 CHF 1.45 CHF 55,700 55,700 55,470 55,470 80,059 CHF 80,613 CHF 100.00% 100.00%
19/11/2024 0.70% 1.43 CHF 1.44 CHF 56,300 56,300 56,068 56,068 79,715 CHF 80,276 CHF 99.89% 99.89%
18/11/2024 0.75% 1.40 CHF 1.41 CHF 62,800 62,800 62,127 62,127 82,800 CHF 83,422 CHF 100.00% 100.00%
15/11/2024 0.80% 1.27 CHF 1.28 CHF 66,900 66,900 66,624 66,624 82,685 CHF 83,351 CHF 100.00% 100.00%
14/11/2024 0.88% 1.18 CHF 1.19 CHF 78,600 78,600 77,704 77,704 88,175 CHF 88,952 CHF 99.45% 99.45%
13/11/2024 0.93% 1.05 CHF 1.06 CHF 73,500 73,500 73,197 73,197 78,741 CHF 79,473 CHF 100.00% 100.00%
12/11/2024 0.95% 1.05 CHF 1.06 CHF 76,800 76,800 76,484 76,484 80,141 CHF 80,906 CHF 99.90% 99.90%
11/11/2024 0.98% 1.01 CHF 1.02 CHF 73,300 73,300 72,998 72,998 74,014 CHF 74,744 CHF 100.00% 100.00%
08/11/2024 0.96% 1.06 CHF 1.07 CHF 74,600 74,600 74,289 74,289 76,893 CHF 77,635 CHF 98.94% 98.94%
07/11/2024 0.97% 1.04 CHF 1.05 CHF 70,000 70,000 69,711 69,711 71,350 CHF 72,047 CHF 100.00% 100.00%

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