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 0.41% 2.40 CHF 2.41 CHF 35,000 35,000 34,533 34,533 84,215 CHF 84,560 CHF 100.00% 100.00%
19/11/2024 0.40% 2.49 CHF 2.50 CHF 34,000 34,000 33,865 33,865 85,544 CHF 85,882 CHF 100.00% 100.00%
18/11/2024 0.38% 2.58 CHF 2.59 CHF 34,000 34,000 33,825 33,825 88,001 CHF 88,340 CHF 100.00% 100.00%
15/11/2024 0.38% 2.62 CHF 2.63 CHF 34,000 34,000 33,432 33,432 87,467 CHF 87,802 CHF 100.00% 100.00%
14/11/2024 0.38% 2.57 CHF 2.58 CHF 34,000 34,000 33,860 33,860 87,889 CHF 88,228 CHF 100.00% 100.00%
13/11/2024 0.37% 2.63 CHF 2.64 CHF 34,000 34,000 33,010 33,010 88,338 CHF 88,668 CHF 100.00% 100.00%
12/11/2024 0.43% 2.27 CHF 2.28 CHF 36,000 36,000 34,939 34,939 81,217 CHF 81,567 CHF 99.85% 99.85%
11/11/2024 0.42% 2.38 CHF 2.39 CHF 35,000 35,000 34,855 34,855 83,212 CHF 83,561 CHF 99.73% 99.73%
08/11/2024 0.44% 2.28 CHF 2.29 CHF 36,000 36,000 35,127 35,127 80,469 CHF 80,820 CHF 100.00% 100.00%
07/11/2024 0.44% 2.30 CHF 2.31 CHF 35,000 35,000 35,059 35,059 80,247 CHF 80,598 CHF 99.39% 99.39%

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