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 1.32% 1.58 CHF 1.59 CHF 66,000 66,000 28,980 28,980 49,362 CHF 49,885 CHF 99.57% 99.57%
19/11/2024 1.48% 1.76 CHF 1.77 CHF 64,000 64,000 28,829 28,829 47,526 CHF 48,050 CHF 99.18% 99.18%
18/11/2024 1.24% 1.48 CHF 1.49 CHF 68,000 68,000 30,452 30,452 44,510 CHF 44,974 CHF 99.90% 99.90%
15/11/2024 1.50% 1.39 CHF 1.40 CHF 68,000 68,000 27,873 27,873 39,725 CHF 40,179 CHF 91.62% 91.62%
14/11/2024 0.99% 2.07 CHF 2.09 CHF 60,000 60,000 26,350 26,350 54,259 CHF 54,775 CHF 99.72% 99.72%
13/11/2024 0.87% 1.97 CHF 1.98 CHF 60,000 60,000 28,224 28,224 51,699 CHF 52,066 CHF 99.93% 99.93%
12/11/2024 0.85% 1.78 CHF 1.79 CHF 64,000 64,000 28,402 28,402 51,503 CHF 51,872 CHF 99.86% 99.86%
11/11/2024 0.92% 1.85 CHF 1.86 CHF 62,000 62,000 25,770 25,770 48,809 CHF 49,166 CHF 99.90% 99.90%
08/11/2024 0.79% 2.06 CHF 2.07 CHF 60,000 60,000 27,961 27,961 55,723 CHF 56,086 CHF 97.39% 97.39%
07/11/2024 0.88% 1.78 CHF 1.79 CHF 64,000 64,000 28,569 28,569 50,808 CHF 51,179 CHF 100.00% 100.00%

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