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 1.94% 1.03 CHF 1.04 CHF 66,000 66,000 28,980 28,980 33,252 CHF 33,775 CHF 99.57% 99.57%
19/11/2024 2.26% 1.21 CHF 1.22 CHF 64,000 64,000 28,829 28,829 31,553 CHF 32,076 CHF 99.22% 99.22%
18/11/2024 2.00% 0.92 CHF 0.93 CHF 68,000 68,000 30,453 30,453 27,514 CHF 27,978 CHF 99.90% 99.90%
15/11/2024 2.37% 0.83 CHF 0.84 CHF 68,000 68,000 27,872 27,872 24,148 CHF 24,601 CHF 91.62% 91.62%
14/11/2024 1.35% 1.52 CHF 1.54 CHF 60,000 60,000 26,350 26,350 39,660 CHF 40,176 CHF 99.72% 99.72%
13/11/2024 1.27% 1.41 CHF 1.42 CHF 60,000 60,000 28,222 28,222 36,113 CHF 36,480 CHF 99.93% 99.93%
12/11/2024 1.21% 1.23 CHF 1.24 CHF 64,000 64,000 28,398 28,398 35,851 CHF 36,220 CHF 99.93% 99.93%
11/11/2024 1.29% 1.30 CHF 1.31 CHF 62,000 62,000 25,770 25,770 34,652 CHF 35,008 CHF 99.90% 99.90%
08/11/2024 1.09% 1.52 CHF 1.53 CHF 60,000 60,000 27,962 27,962 40,543 CHF 40,905 CHF 97.41% 97.41%
07/11/2024 1.28% 1.23 CHF 1.24 CHF 64,000 64,000 28,569 28,569 35,208 CHF 35,578 CHF 100.00% 100.00%

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