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 0.46% 2.25 CHF 2.26 CHF 52,000 52,000 28,613 28,613 63,407 CHF 63,694 CHF 99.90% 99.90%
19/11/2024 0.47% 2.18 CHF 2.19 CHF 52,000 52,000 28,701 28,701 62,317 CHF 62,605 CHF 98.91% 98.91%
18/11/2024 0.49% 2.10 CHF 2.11 CHF 52,000 52,000 28,598 28,598 59,398 CHF 59,685 CHF 99.58% 99.58%
15/11/2024 0.50% 2.02 CHF 2.03 CHF 52,000 52,000 28,568 28,568 58,395 CHF 58,682 CHF 99.89% 99.89%
14/11/2024 0.51% 2.06 CHF 2.07 CHF 52,000 52,000 29,300 29,300 58,729 CHF 59,023 CHF 98.84% 98.84%
13/11/2024 0.49% 2.03 CHF 2.04 CHF 52,000 52,000 28,652 28,652 59,441 CHF 59,729 CHF 100.00% 100.00%
12/11/2024 0.49% 2.08 CHF 2.09 CHF 52,000 52,000 26,706 26,706 55,502 CHF 55,770 CHF 100.00% 100.00%
11/11/2024 0.46% 2.15 CHF 2.16 CHF 52,000 52,000 28,421 28,421 63,482 CHF 63,769 CHF 99.93% 99.93%
08/11/2024 0.83% 2.32 CHF 2.33 CHF 52,000 52,000 19,657 19,657 45,505 CHF 45,721 CHF 100.00% 100.00%
07/11/2024 0.51% 2.35 CHF 2.36 CHF 48,000 48,000 23,246 23,246 54,084 CHF 54,335 CHF 98.68% 98.68%

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