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 0.38% 2.59 CHF 2.60 CHF 35,000 35,000 34,533 34,533 90,585 CHF 90,930 CHF 100.00% 100.00%
19/11/2024 0.37% 2.68 CHF 2.69 CHF 34,000 34,000 33,865 33,865 91,748 CHF 92,086 CHF 100.00% 100.00%
18/11/2024 0.36% 2.77 CHF 2.78 CHF 34,000 34,000 33,825 33,825 94,185 CHF 94,524 CHF 100.00% 100.00%
15/11/2024 0.36% 2.80 CHF 2.81 CHF 34,000 34,000 33,432 33,432 93,612 CHF 93,946 CHF 100.00% 100.00%
14/11/2024 0.36% 2.76 CHF 2.77 CHF 34,000 34,000 33,860 33,860 94,102 CHF 94,440 CHF 100.00% 100.00%
13/11/2024 0.35% 2.81 CHF 2.82 CHF 34,000 34,000 33,011 33,011 94,367 CHF 94,697 CHF 100.00% 100.00%
12/11/2024 0.40% 2.45 CHF 2.46 CHF 36,000 36,000 34,939 34,939 87,700 CHF 88,050 CHF 99.85% 99.85%
11/11/2024 0.39% 2.56 CHF 2.57 CHF 35,000 35,000 34,855 34,855 89,608 CHF 89,957 CHF 99.66% 99.66%
08/11/2024 0.40% 2.47 CHF 2.48 CHF 36,000 36,000 35,128 35,128 87,022 CHF 87,373 CHF 99.17% 99.17%
07/11/2024 0.40% 2.49 CHF 2.50 CHF 35,000 35,000 35,058 35,058 86,802 CHF 87,153 CHF 99.39% 99.39%

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