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 0.62% 1.49 CHF 1.50 CHF 55,400 55,400 55,400 55,400 88,965 CHF 89,519 CHF 100.00% 100.00%
19/11/2024 0.70% 1.48 CHF 1.49 CHF 53,200 53,200 53,200 53,200 75,994 CHF 76,526 CHF 100.00% 100.00%
18/11/2024 0.64% 1.55 CHF 1.56 CHF 48,900 48,900 48,900 48,900 75,702 CHF 76,191 CHF 100.00% 100.00%
15/11/2024 0.57% 1.69 CHF 1.70 CHF 46,200 46,200 46,200 46,200 81,075 CHF 81,537 CHF 100.00% 100.00%
14/11/2024 0.56% 1.82 CHF 1.83 CHF 49,600 49,600 49,600 49,600 88,844 CHF 89,340 CHF 100.00% 100.00%
13/11/2024 0.62% 1.66 CHF 1.67 CHF 51,000 51,000 51,000 51,000 82,574 CHF 83,084 CHF 100.00% 100.00%
12/11/2024 0.55% 1.59 CHF 1.60 CHF 42,600 42,600 42,600 42,600 77,059 CHF 77,485 CHF 99.85% 99.85%
11/11/2024 0.50% 2.01 CHF 2.02 CHF 46,500 46,500 46,500 46,500 91,935 CHF 92,400 CHF 99.67% 99.67%
08/11/2024 0.56% 1.77 CHF 1.78 CHF 45,600 45,600 45,600 45,600 81,145 CHF 81,601 CHF 98.75% 98.75%
07/11/2024 0.54% 1.85 CHF 1.86 CHF 45,200 45,200 45,200 45,200 83,110 CHF 83,562 CHF 100.00% 100.00%

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