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 1.41% 1.48 CHF 1.49 CHF 66,000 66,000 28,979 28,979 46,319 CHF 46,842 CHF 99.57% 99.57%
19/11/2024 1.58% 1.66 CHF 1.67 CHF 64,000 64,000 28,830 28,830 44,529 CHF 45,053 CHF 99.24% 99.24%
18/11/2024 1.33% 1.37 CHF 1.38 CHF 68,000 68,000 30,452 30,452 41,291 CHF 41,755 CHF 99.90% 99.90%
15/11/2024 1.61% 1.28 CHF 1.29 CHF 68,000 68,000 27,873 27,873 36,764 CHF 37,218 CHF 91.62% 91.62%
14/11/2024 1.04% 1.97 CHF 1.99 CHF 60,000 60,000 26,350 26,350 51,594 CHF 52,110 CHF 99.72% 99.72%
13/11/2024 0.93% 1.86 CHF 1.87 CHF 60,000 60,000 28,224 28,224 48,812 CHF 49,179 CHF 99.93% 99.93%
12/11/2024 0.90% 1.68 CHF 1.69 CHF 64,000 64,000 28,404 28,404 48,627 CHF 48,996 CHF 99.93% 99.93%
11/11/2024 0.97% 1.74 CHF 1.75 CHF 62,000 62,000 25,770 25,770 46,209 CHF 46,566 CHF 99.90% 99.90%
08/11/2024 0.83% 1.96 CHF 1.97 CHF 60,000 60,000 27,946 27,946 52,923 CHF 53,285 CHF 97.44% 97.44%
07/11/2024 0.94% 1.68 CHF 1.69 CHF 64,000 64,000 28,569 28,569 47,919 CHF 48,289 CHF 100.00% 100.00%

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