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 0.53% 1.85 CHF 1.86 CHF 23,000 23,000 22,783 22,783 43,047 CHF 43,276 CHF 100.00% 100.00%
19/11/2024 0.55% 1.85 CHF 1.86 CHF 23,000 23,000 22,780 22,780 41,548 CHF 41,776 CHF 98.75% 98.75%
18/11/2024 0.54% 1.84 CHF 1.85 CHF 23,000 23,000 22,783 22,783 42,274 CHF 42,502 CHF 100.00% 100.00%
15/11/2024 0.53% 1.87 CHF 1.88 CHF 23,000 23,000 23,000 23,000 43,438 CHF 43,668 CHF 71.43% 71.43%
14/11/2024 0.54% 1.86 CHF 1.87 CHF 23,000 23,000 22,783 22,783 42,470 CHF 42,698 CHF 100.00% 100.00%
13/11/2024 0.54% 1.90 CHF 1.91 CHF 23,000 23,000 22,783 22,783 42,270 CHF 42,499 CHF 99.27% 99.27%
12/11/2024 0.54% 1.86 CHF 1.87 CHF 23,000 23,000 22,784 22,784 42,903 CHF 43,131 CHF 100.00% 100.00%
11/11/2024 0.52% 1.93 CHF 1.94 CHF 23,000 23,000 22,261 22,261 43,379 CHF 43,601 CHF 100.00% 100.00%
08/11/2024 0.53% 1.90 CHF 1.91 CHF 23,000 23,000 22,784 22,784 43,288 CHF 43,516 CHF 100.00% 100.00%
07/11/2024 0.54% 1.86 CHF 1.87 CHF 23,000 23,000 22,785 22,785 42,889 CHF 43,117 CHF 100.00% 100.00%

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