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 0.75% 1.27 CHF 1.28 CHF 62,700 62,700 62,700 62,700 82,860 CHF 83,487 CHF 100.00% 100.00%
19/11/2024 0.78% 1.30 CHF 1.31 CHF 63,200 63,200 63,200 63,200 80,421 CHF 81,053 CHF 100.00% 100.00%
18/11/2024 0.78% 1.29 CHF 1.30 CHF 62,900 62,900 62,900 62,900 80,252 CHF 80,881 CHF 100.00% 100.00%
15/11/2024 1.50% 1.28 CHF 1.30 CHF 58,500 58,500 58,500 58,500 77,317 CHF 78,487 CHF 100.00% 100.00%
14/11/2024 0.73% 1.42 CHF 1.43 CHF 64,100 64,100 64,072 64,072 87,429 CHF 88,070 CHF 100.00% 100.00%
13/11/2024 0.79% 1.27 CHF 1.28 CHF 62,100 62,100 62,359 62,359 78,897 CHF 79,520 CHF 99.36% 99.36%
12/11/2024 1.48% 1.29 CHF 1.31 CHF 57,100 57,100 57,100 57,100 76,556 CHF 77,698 CHF 100.00% 100.00%
11/11/2024 1.33% 1.47 CHF 1.49 CHF 56,400 56,400 56,400 56,400 83,984 CHF 85,112 CHF 100.00% 100.00%
08/11/2024 1.37% 1.42 CHF 1.44 CHF 54,700 54,700 53,366 53,366 77,479 CHF 78,546 CHF 100.00% 100.00%
07/11/2024 1.25% 1.55 CHF 1.57 CHF 54,600 54,600 54,600 54,600 86,664 CHF 87,756 CHF 100.00% 100.00%

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