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 0.67% 1.53 CHF 1.54 CHF 80,000 80,000 36,581 36,581 55,557 CHF 55,924 CHF 99.39% 99.39%
19/11/2024 0.70% 1.47 CHF 1.48 CHF 82,000 82,000 36,853 36,853 53,497 CHF 53,867 CHF 100.00% 100.00%
18/11/2024 0.72% 1.45 CHF 1.46 CHF 82,000 82,000 36,850 36,850 52,580 CHF 52,949 CHF 99.88% 99.88%
15/11/2024 0.69% 1.45 CHF 1.46 CHF 82,000 82,000 36,736 36,736 54,022 CHF 54,390 CHF 99.72% 99.72%
14/11/2024 0.67% 1.46 CHF 1.47 CHF 82,000 82,000 36,091 36,091 54,139 CHF 54,501 CHF 98.38% 98.38%
13/11/2024 0.67% 1.52 CHF 1.53 CHF 81,000 81,000 36,669 36,669 55,471 CHF 55,839 CHF 100.00% 100.00%
12/11/2024 0.66% 1.50 CHF 1.51 CHF 81,000 81,000 36,571 36,571 55,775 CHF 56,141 CHF 99.88% 99.88%
11/11/2024 0.65% 1.56 CHF 1.57 CHF 80,000 80,000 35,644 35,644 55,590 CHF 55,947 CHF 99.90% 99.90%
08/11/2024 0.66% 1.57 CHF 1.58 CHF 80,000 80,000 36,551 36,551 56,588 CHF 56,955 CHF 99.04% 99.04%
07/11/2024 0.66% 1.51 CHF 1.52 CHF 81,000 81,000 35,878 35,878 55,143 CHF 55,502 CHF 99.90% 99.90%

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