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 0.95% 1.56 CHF 1.57 CHF 132,000 132,000 58,466 58,466 93,869 CHF 94,630 CHF 99.38% 99.38%
19/11/2024 0.95% 1.62 CHF 1.63 CHF 131,000 131,000 58,568 58,568 94,550 CHF 95,310 CHF 100.00% 100.00%
18/11/2024 0.94% 1.63 CHF 1.64 CHF 130,000 130,000 58,115 58,115 94,744 CHF 95,501 CHF 99.73% 99.73%
15/11/2024 0.95% 1.64 CHF 1.65 CHF 130,000 130,000 58,118 58,118 94,941 CHF 95,697 CHF 100.00% 100.00%
14/11/2024 0.94% 1.63 CHF 1.64 CHF 130,000 130,000 58,301 58,301 95,947 CHF 96,708 CHF 98.57% 98.57%
13/11/2024 0.91% 1.63 CHF 1.64 CHF 130,000 130,000 57,620 57,620 96,447 CHF 97,195 CHF 98.70% 98.70%
12/11/2024 0.91% 1.71 CHF 1.72 CHF 128,000 128,000 57,703 57,703 98,361 CHF 99,110 CHF 99.87% 99.87%
11/11/2024 0.92% 1.72 CHF 1.73 CHF 128,000 128,000 57,768 57,768 98,322 CHF 99,074 CHF 99.90% 99.90%
08/11/2024 0.96% 1.66 CHF 1.67 CHF 130,000 130,000 59,196 59,196 95,954 CHF 96,721 CHF 99.04% 99.04%
07/11/2024 0.95% 1.59 CHF 1.60 CHF 133,000 133,000 59,046 59,046 95,468 CHF 96,233 CHF 99.96% 99.96%

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