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
28/11/2024 0.58% 1.71 CHF 1.72 CHF 108,000 108,000 108,038 108,038 184,416 CHF 185,496 CHF 99.91% 99.91%
27/11/2024 0.59% 1.70 CHF 1.71 CHF 108,000 108,000 108,871 108,871 182,727 CHF 183,815 CHF 100.00% 100.00%
26/11/2024 0.59% 1.69 CHF 1.70 CHF 109,000 109,000 108,799 108,799 184,227 CHF 185,315 CHF 100.00% 100.00%
25/11/2024 0.59% 1.69 CHF 1.70 CHF 109,000 109,000 108,929 108,929 183,248 CHF 184,337 CHF 100.00% 100.00%
22/11/2024 0.60% 1.69 CHF 1.70 CHF 109,000 109,000 109,226 109,226 182,033 CHF 183,125 CHF 99.64% 99.64%
20/11/2024 0.66% 1.48 CHF 1.49 CHF 113,000 113,000 112,300 112,300 169,055 CHF 170,178 CHF 99.48% 99.48%
19/11/2024 0.67% 1.47 CHF 1.48 CHF 113,000 113,000 112,951 112,951 167,798 CHF 168,927 CHF 100.00% 100.00%
18/11/2024 0.67% 1.50 CHF 1.51 CHF 113,000 113,000 112,997 112,997 167,143 CHF 168,273 CHF 99.89% 99.89%
15/11/2024 0.68% 1.47 CHF 1.48 CHF 113,000 113,000 113,673 113,673 165,813 CHF 166,950 CHF 100.00% 100.00%
14/11/2024 0.71% 1.44 CHF 1.45 CHF 114,000 114,000 114,610 114,610 161,676 CHF 162,822 CHF 98.66% 98.66%

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