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 1.45% 1.33 CHF 1.34 CHF 17,150 17,150 11,517 11,517 15,216 CHF 15,420 CHF 100.00% 100.00%
19/11/2024 1.44% 1.33 CHF 1.34 CHF 17,250 17,250 11,474 11,474 15,291 CHF 15,495 CHF 98.37% 98.37%
18/11/2024 1.37% 1.39 CHF 1.40 CHF 16,980 16,980 11,309 11,309 15,806 CHF 16,006 CHF 100.00% 100.00%
15/11/2024 1.30% 1.37 CHF 1.38 CHF 17,060 17,060 11,000 11,000 16,308 CHF 16,508 CHF 71.88% 71.88%
14/11/2024 1.29% 1.49 CHF 1.50 CHF 16,550 16,550 11,041 11,041 16,470 CHF 16,665 CHF 99.80% 99.80%
13/11/2024 1.22% 1.53 CHF 1.54 CHF 16,410 16,410 10,897 10,897 17,066 CHF 17,258 CHF 99.90% 99.90%
12/11/2024 1.22% 1.53 CHF 1.54 CHF 16,430 16,430 10,879 10,879 17,022 CHF 17,214 CHF 99.51% 99.51%
11/11/2024 1.11% 1.69 CHF 1.70 CHF 15,840 15,840 10,515 10,515 18,119 CHF 18,305 CHF 99.77% 99.77%
08/11/2024 1.12% 1.63 CHF 1.64 CHF 16,200 16,200 10,648 10,648 18,074 CHF 18,262 CHF 99.50% 99.50%
07/11/2024 1.05% 1.87 CHF 1.88 CHF 15,380 15,380 10,334 10,334 19,063 CHF 19,246 CHF 99.92% 99.92%

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