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 0.84% 2.08 CHF 2.09 CHF 91,000 91,000 40,580 40,580 86,035 CHF 86,649 CHF 99.90% 99.90%
19/11/2024 0.87% 2.06 CHF 2.07 CHF 92,000 92,000 40,989 40,989 84,605 CHF 85,226 CHF 100.00% 100.00%
18/11/2024 0.87% 2.09 CHF 2.10 CHF 91,000 91,000 40,850 40,850 84,709 CHF 85,329 CHF 99.90% 99.90%
15/11/2024 0.84% 2.06 CHF 2.07 CHF 91,000 91,000 40,559 40,559 85,608 CHF 86,222 CHF 99.90% 99.90%
14/11/2024 0.82% 2.15 CHF 2.16 CHF 90,000 90,000 40,336 40,336 87,612 CHF 88,224 CHF 100.00% 100.00%
13/11/2024 0.82% 2.17 CHF 2.18 CHF 90,000 90,000 40,403 40,403 87,984 CHF 88,596 CHF 100.00% 100.00%
12/11/2024 0.81% 2.21 CHF 2.22 CHF 89,000 89,000 40,196 40,196 88,812 CHF 89,423 CHF 99.85% 99.85%
11/11/2024 0.80% 2.21 CHF 2.22 CHF 89,000 89,000 40,176 40,176 89,814 CHF 90,424 CHF 99.55% 99.55%
08/11/2024 0.81% 2.23 CHF 2.24 CHF 89,000 89,000 40,335 40,335 89,701 CHF 90,312 CHF 99.46% 99.46%
07/11/2024 0.80% 2.22 CHF 2.23 CHF 90,000 90,000 40,307 40,307 89,872 CHF 90,483 CHF 99.90% 99.90%

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