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 0.72% 1.42 CHF 1.43 CHF 62,400 62,400 61,801 61,801 86,945 CHF 87,564 CHF 100.00% 100.00%
19/11/2024 0.72% 1.42 CHF 1.43 CHF 62,500 62,500 61,621 61,621 86,390 CHF 87,007 CHF 98.72% 98.72%
18/11/2024 0.76% 1.32 CHF 1.33 CHF 61,130 61,130 60,670 60,670 80,587 CHF 81,195 CHF 100.00% 100.00%
15/11/2024 0.75% 1.36 CHF 1.37 CHF 61,750 61,750 61,405 61,405 81,733 CHF 82,347 CHF 71.66% 71.66%
14/11/2024 0.76% 1.30 CHF 1.31 CHF 61,030 61,030 60,596 60,596 80,092 CHF 80,699 CHF 100.00% 100.00%
13/11/2024 0.74% 1.36 CHF 1.37 CHF 61,660 61,660 61,151 61,151 82,964 CHF 83,576 CHF 98.49% 98.49%
12/11/2024 0.75% 1.35 CHF 1.36 CHF 61,570 61,570 60,740 60,740 81,082 CHF 81,690 CHF 99.66% 99.66%
11/11/2024 0.79% 1.29 CHF 1.30 CHF 60,710 60,710 59,895 59,895 76,304 CHF 76,903 CHF 100.00% 100.00%
08/11/2024 0.79% 1.29 CHF 1.30 CHF 60,750 60,750 60,079 60,079 76,924 CHF 77,525 CHF 100.00% 100.00%
07/11/2024 0.80% 1.26 CHF 1.27 CHF 60,560 60,560 59,879 59,879 74,932 CHF 75,531 CHF 100.00% 100.00%

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