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 0.82% 1.18 CHF 1.19 CHF 23,000 23,000 22,783 22,783 27,842 CHF 28,070 CHF 100.00% 100.00%
19/11/2024 0.87% 1.18 CHF 1.19 CHF 23,000 23,000 22,780 22,780 26,346 CHF 26,574 CHF 98.77% 98.77%
18/11/2024 0.85% 1.17 CHF 1.18 CHF 23,000 23,000 22,783 22,783 27,072 CHF 27,301 CHF 100.00% 100.00%
15/11/2024 0.82% 1.21 CHF 1.22 CHF 23,000 23,000 23,000 23,000 28,107 CHF 28,337 CHF 71.78% 71.78%
14/11/2024 0.84% 1.19 CHF 1.20 CHF 23,000 23,000 22,783 22,783 27,291 CHF 27,519 CHF 100.00% 100.00%
13/11/2024 0.85% 1.24 CHF 1.25 CHF 23,000 23,000 22,782 22,782 27,085 CHF 27,313 CHF 99.26% 99.26%
12/11/2024 0.83% 1.19 CHF 1.20 CHF 23,000 23,000 22,783 22,783 27,710 CHF 27,938 CHF 100.00% 100.00%
11/11/2024 0.78% 1.26 CHF 1.27 CHF 23,000 23,000 22,246 22,246 28,530 CHF 28,753 CHF 100.00% 100.00%
08/11/2024 0.82% 1.23 CHF 1.24 CHF 23,000 23,000 22,784 22,784 28,120 CHF 28,348 CHF 100.00% 100.00%
07/11/2024 0.83% 1.19 CHF 1.20 CHF 23,000 23,000 22,785 22,785 27,702 CHF 27,931 CHF 100.00% 100.00%

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