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 1.76% 1.15 CHF 1.16 CHF 66,000 66,000 28,981 28,981 36,802 CHF 37,325 CHF 99.57% 99.57%
19/11/2024 2.02% 1.33 CHF 1.34 CHF 64,000 64,000 28,830 28,830 35,099 CHF 35,623 CHF 99.22% 99.22%
18/11/2024 1.76% 1.05 CHF 1.06 CHF 68,000 68,000 30,453 30,453 31,280 CHF 31,744 CHF 99.90% 99.90%
15/11/2024 2.10% 0.95 CHF 0.96 CHF 68,000 68,000 27,873 27,873 27,594 CHF 28,047 CHF 91.62% 91.62%
14/11/2024 1.25% 1.64 CHF 1.66 CHF 60,000 60,000 26,337 26,337 42,894 CHF 43,410 CHF 99.72% 99.72%
13/11/2024 1.15% 1.54 CHF 1.55 CHF 60,000 60,000 28,223 28,223 39,587 CHF 39,954 CHF 99.93% 99.93%
12/11/2024 1.11% 1.35 CHF 1.36 CHF 64,000 64,000 28,405 28,405 39,318 CHF 39,687 CHF 99.92% 99.92%
11/11/2024 1.18% 1.42 CHF 1.43 CHF 62,000 62,000 25,770 25,770 37,795 CHF 38,152 CHF 99.90% 99.90%
08/11/2024 1.00% 1.64 CHF 1.65 CHF 60,000 60,000 27,951 27,951 43,906 CHF 44,268 CHF 97.41% 97.41%
07/11/2024 1.16% 1.35 CHF 1.36 CHF 64,000 64,000 28,540 28,540 38,632 CHF 39,001 CHF 100.00% 100.00%

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