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% 1.37 CHF 1.38 CHF 80,000 80,000 36,575 36,575 49,678 CHF 50,045 CHF 99.34% 99.34%
19/11/2024 0.79% 1.31 CHF 1.32 CHF 82,000 82,000 36,857 36,857 47,605 CHF 47,975 CHF 100.00% 100.00%
18/11/2024 0.81% 1.29 CHF 1.30 CHF 82,000 82,000 36,832 36,832 46,640 CHF 47,009 CHF 99.78% 99.78%
15/11/2024 0.78% 1.29 CHF 1.30 CHF 82,000 82,000 36,817 36,817 48,213 CHF 48,582 CHF 99.90% 99.90%
14/11/2024 0.75% 1.30 CHF 1.31 CHF 82,000 82,000 36,164 36,164 48,404 CHF 48,766 CHF 98.51% 98.51%
13/11/2024 0.75% 1.36 CHF 1.37 CHF 81,000 81,000 36,668 36,668 49,598 CHF 49,965 CHF 100.00% 100.00%
12/11/2024 0.74% 1.34 CHF 1.35 CHF 81,000 81,000 36,569 36,569 49,913 CHF 50,279 CHF 99.88% 99.88%
11/11/2024 0.73% 1.40 CHF 1.41 CHF 80,000 80,000 35,644 35,644 49,888 CHF 50,245 CHF 99.90% 99.90%
08/11/2024 0.73% 1.41 CHF 1.42 CHF 80,000 80,000 36,548 36,548 50,795 CHF 51,162 CHF 99.05% 99.05%
07/11/2024 0.74% 1.35 CHF 1.36 CHF 81,000 81,000 35,877 35,877 49,448 CHF 49,807 CHF 99.90% 99.90%

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