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 1.18% 1.80 CHF 1.81 CHF 66,000 66,000 28,980 28,980 55,774 CHF 56,297 CHF 99.57% 99.57%
19/11/2024 1.30% 1.98 CHF 1.99 CHF 64,000 64,000 28,831 28,831 53,892 CHF 54,416 CHF 99.17% 99.17%
18/11/2024 1.07% 1.70 CHF 1.71 CHF 68,000 68,000 30,452 30,452 51,249 CHF 51,713 CHF 99.90% 99.90%
15/11/2024 1.31% 1.61 CHF 1.62 CHF 68,000 68,000 27,872 27,872 45,923 CHF 46,376 CHF 91.62% 91.62%
14/11/2024 0.89% 2.29 CHF 2.31 CHF 60,000 60,000 26,350 26,350 60,103 CHF 60,619 CHF 99.72% 99.72%
13/11/2024 0.78% 2.19 CHF 2.20 CHF 60,000 60,000 28,224 28,224 57,926 CHF 58,293 CHF 99.93% 99.93%
12/11/2024 0.76% 2.00 CHF 2.01 CHF 64,000 64,000 28,404 28,404 57,763 CHF 58,132 CHF 99.85% 99.85%
11/11/2024 0.83% 2.06 CHF 2.07 CHF 62,000 62,000 25,770 25,770 54,464 CHF 54,821 CHF 99.90% 99.90%
08/11/2024 0.71% 2.28 CHF 2.29 CHF 60,000 60,000 27,962 27,962 61,814 CHF 62,176 CHF 97.37% 97.37%
07/11/2024 0.79% 2.00 CHF 2.01 CHF 64,000 64,000 28,569 28,569 57,035 CHF 57,406 CHF 100.00% 100.00%

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