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 0.61% 1.69 CHF 1.70 CHF 77,800 77,800 77,787 77,787 127,687 CHF 128,465 CHF 100.00% 100.00%
19/11/2024 0.59% 1.68 CHF 1.69 CHF 85,500 85,500 85,517 85,517 143,533 CHF 144,389 CHF 100.00% 100.00%
18/11/2024 0.62% 1.57 CHF 1.58 CHF 79,700 79,700 80,613 80,613 128,656 CHF 129,462 CHF 100.00% 100.00%
15/11/2024 0.63% 1.61 CHF 1.62 CHF 83,900 83,900 82,250 82,250 129,222 CHF 130,044 CHF 100.00% 100.00%
14/11/2024 0.60% 1.58 CHF 1.59 CHF 72,200 72,200 73,698 73,698 121,884 CHF 122,621 CHF 100.00% 100.00%
13/11/2024 0.56% 1.75 CHF 1.76 CHF 69,300 69,300 70,505 70,505 125,793 CHF 126,499 CHF 100.00% 100.00%
12/11/2024 0.57% 1.86 CHF 1.87 CHF 82,800 82,800 81,211 81,211 142,667 CHF 143,479 CHF 99.85% 99.85%
11/11/2024 0.63% 1.60 CHF 1.61 CHF 75,500 75,500 75,562 75,562 120,087 CHF 120,842 CHF 99.69% 99.69%
08/11/2024 0.66% 1.66 CHF 1.67 CHF 104,700 104,700 99,998 99,998 159,447 CHF 160,473 CHF 100.00% 100.00%
07/11/2024 0.75% 1.33 CHF 1.34 CHF 87,400 87,400 87,694 87,694 116,711 CHF 117,588 CHF 100.00% 100.00%

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