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 0.88% 1.10 CHF 1.11 CHF 44,800 44,800 44,640 44,640 50,774 CHF 51,220 CHF 99.43% 99.43%
19/11/2024 0.95% 1.04 CHF 1.05 CHF 43,000 43,000 43,000 43,000 44,908 CHF 45,338 CHF 100.00% 100.00%
18/11/2024 0.93% 1.08 CHF 1.09 CHF 44,900 44,900 44,985 44,985 48,120 CHF 48,570 CHF 99.88% 99.88%
15/11/2024 1.04% 1.02 CHF 1.03 CHF 44,200 44,200 44,599 44,599 42,685 CHF 43,131 CHF 100.00% 100.00%
14/11/2024 1.04% 1.08 CHF 1.09 CHF 42,400 42,400 43,012 43,012 41,406 CHF 41,836 CHF 98.55% 98.55%
13/11/2024 0.92% 1.09 CHF 1.10 CHF 46,800 46,800 46,828 46,828 50,926 CHF 51,395 CHF 100.00% 100.00%
12/11/2024 0.95% 0.97 CHF 0.98 CHF 40,800 40,800 40,475 40,475 42,450 CHF 42,855 CHF 99.88% 99.88%
11/11/2024 0.84% 1.17 CHF 1.18 CHF 39,900 39,900 39,853 39,853 47,369 CHF 47,768 CHF 100.00% 100.00%
08/11/2024 0.86% 1.16 CHF 1.17 CHF 39,000 39,000 38,994 38,994 45,179 CHF 45,569 CHF 98.30% 98.30%
07/11/2024 0.80% 1.22 CHF 1.23 CHF 38,400 38,400 38,307 38,307 47,934 CHF 48,317 CHF 100.00% 100.00%

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