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 0.78% 1.24 CHF 1.25 CHF 38,000 38,000 37,222 37,222 47,616 CHF 47,989 CHF 99.43% 99.43%
19/11/2024 0.89% 1.16 CHF 1.17 CHF 38,000 38,000 38,196 38,196 42,915 CHF 43,297 CHF 100.00% 100.00%
18/11/2024 0.77% 1.25 CHF 1.26 CHF 38,000 38,000 37,149 37,149 48,272 CHF 48,643 CHF 99.88% 99.88%
15/11/2024 0.75% 1.35 CHF 1.36 CHF 37,000 37,000 37,000 37,000 48,909 CHF 49,279 CHF 100.00% 100.00%
14/11/2024 0.76% 1.33 CHF 1.34 CHF 37,000 37,000 37,000 37,000 48,654 CHF 49,024 CHF 98.56% 98.56%
13/11/2024 0.78% 1.31 CHF 1.32 CHF 37,000 37,000 37,000 37,000 47,470 CHF 47,840 CHF 100.00% 100.00%
12/11/2024 0.73% 1.32 CHF 1.33 CHF 37,000 37,000 36,978 36,978 50,429 CHF 50,798 CHF 99.88% 99.88%
11/11/2024 0.67% 1.48 CHF 1.49 CHF 36,000 36,000 36,000 36,000 53,302 CHF 53,662 CHF 100.00% 100.00%
08/11/2024 0.68% 1.47 CHF 1.48 CHF 36,000 36,000 36,000 36,000 52,426 CHF 52,786 CHF 98.30% 98.30%
07/11/2024 0.65% 1.53 CHF 1.54 CHF 36,000 36,000 35,992 35,992 55,146 CHF 55,506 CHF 100.00% 100.00%

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