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 1.56% 1.32 CHF 1.33 CHF 66,000 66,000 28,980 28,980 41,745 CHF 42,267 CHF 99.57% 99.57%
19/11/2024 1.76% 1.50 CHF 1.51 CHF 64,000 64,000 28,830 28,830 40,015 CHF 40,539 CHF 99.22% 99.22%
18/11/2024 1.51% 1.22 CHF 1.23 CHF 68,000 68,000 30,451 30,451 36,528 CHF 36,992 CHF 99.90% 99.90%
15/11/2024 1.81% 1.12 CHF 1.13 CHF 68,000 68,000 27,873 27,873 32,414 CHF 32,868 CHF 91.62% 91.62%
14/11/2024 1.13% 1.81 CHF 1.83 CHF 60,000 60,000 26,351 26,351 47,338 CHF 47,854 CHF 99.72% 99.72%
13/11/2024 1.02% 1.70 CHF 1.71 CHF 60,000 60,000 28,224 28,224 44,350 CHF 44,717 CHF 99.93% 99.93%
12/11/2024 0.99% 1.52 CHF 1.53 CHF 64,000 64,000 28,405 28,405 44,122 CHF 44,491 CHF 99.90% 99.90%
11/11/2024 1.06% 1.59 CHF 1.60 CHF 62,000 62,000 25,769 25,769 42,122 CHF 42,479 CHF 99.90% 99.90%
08/11/2024 0.90% 1.80 CHF 1.81 CHF 60,000 60,000 27,960 27,960 48,540 CHF 48,902 CHF 97.40% 97.40%
07/11/2024 1.03% 1.52 CHF 1.53 CHF 64,000 64,000 28,569 28,569 43,427 CHF 43,797 CHF 100.00% 100.00%

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