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 1.44% 1.44 CHF 1.45 CHF 66,000 66,000 28,980 28,980 45,208 CHF 45,730 CHF 99.57% 99.57%
19/11/2024 1.62% 1.62 CHF 1.63 CHF 64,000 64,000 28,830 28,830 43,438 CHF 43,962 CHF 99.19% 99.19%
18/11/2024 1.37% 1.34 CHF 1.35 CHF 68,000 68,000 30,383 30,383 40,073 CHF 40,536 CHF 99.90% 99.90%
15/11/2024 1.65% 1.24 CHF 1.25 CHF 68,000 68,000 27,873 27,873 35,746 CHF 36,200 CHF 91.62% 91.62%
14/11/2024 1.06% 1.93 CHF 1.95 CHF 60,000 60,000 26,351 26,351 50,485 CHF 51,001 CHF 99.72% 99.72%
13/11/2024 0.95% 1.82 CHF 1.83 CHF 60,000 60,000 28,224 28,224 47,698 CHF 48,065 CHF 99.93% 99.93%
12/11/2024 0.92% 1.64 CHF 1.65 CHF 64,000 64,000 28,408 28,408 47,506 CHF 47,874 CHF 99.88% 99.88%
11/11/2024 0.99% 1.70 CHF 1.71 CHF 62,000 62,000 25,770 25,770 45,171 CHF 45,527 CHF 99.90% 99.90%
08/11/2024 0.85% 1.92 CHF 1.93 CHF 60,000 60,000 27,962 27,962 51,808 CHF 52,170 CHF 97.36% 97.36%
07/11/2024 0.96% 1.64 CHF 1.65 CHF 64,000 64,000 28,568 28,568 46,798 CHF 47,169 CHF 100.00% 100.00%

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