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 1.64% 1.25 CHF 1.26 CHF 66,000 66,000 28,980 28,980 39,617 CHF 40,139 CHF 99.57% 99.57%
19/11/2024 1.87% 1.43 CHF 1.44 CHF 64,000 64,000 28,830 28,830 37,866 CHF 38,390 CHF 99.23% 99.23%
18/11/2024 1.61% 1.14 CHF 1.15 CHF 68,000 68,000 30,453 30,453 34,208 CHF 34,671 CHF 99.90% 99.90%
15/11/2024 1.93% 1.05 CHF 1.06 CHF 68,000 68,000 27,872 27,872 30,289 CHF 30,743 CHF 91.62% 91.62%
14/11/2024 1.18% 1.74 CHF 1.76 CHF 60,000 60,000 26,351 26,351 45,468 CHF 45,984 CHF 99.72% 99.72%
13/11/2024 1.08% 1.63 CHF 1.64 CHF 60,000 60,000 28,223 28,223 42,281 CHF 42,648 CHF 99.93% 99.93%
12/11/2024 1.04% 1.45 CHF 1.46 CHF 64,000 64,000 28,415 28,415 42,098 CHF 42,467 CHF 99.86% 99.86%
11/11/2024 1.11% 1.51 CHF 1.52 CHF 62,000 62,000 25,770 25,770 40,270 CHF 40,626 CHF 99.90% 99.90%
08/11/2024 0.94% 1.73 CHF 1.74 CHF 60,000 60,000 27,949 27,949 46,550 CHF 46,912 CHF 97.43% 97.43%
07/11/2024 1.09% 1.45 CHF 1.46 CHF 64,000 64,000 28,569 28,569 41,378 CHF 41,749 CHF 100.00% 100.00%

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