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 0.36% 2.81 CHF 2.82 CHF 98,300 98,300 99,501 99,501 278,156 CHF 279,151 CHF 100.00% 100.00%
19/11/2024 0.37% 2.69 CHF 2.70 CHF 100,300 100,300 97,166 97,166 264,102 CHF 265,074 CHF 100.00% 100.00%
18/11/2024 0.35% 2.81 CHF 2.82 CHF 95,100 95,100 95,160 95,160 271,322 CHF 272,274 CHF 100.00% 100.00%
15/11/2024 0.35% 2.88 CHF 2.89 CHF 95,200 95,200 94,588 94,588 272,917 CHF 273,862 CHF 98.67% 98.67%
14/11/2024 0.34% 2.87 CHF 2.88 CHF 94,200 94,200 98,442 98,442 286,858 CHF 287,842 CHF 99.79% 99.79%
13/11/2024 0.37% 2.76 CHF 2.77 CHF 101,200 101,200 101,861 101,861 277,341 CHF 278,359 CHF 100.00% 100.00%
12/11/2024 0.37% 2.69 CHF 2.70 CHF 102,300 102,300 103,081 103,081 276,874 CHF 277,905 CHF 100.00% 100.00%
11/11/2024 0.38% 2.64 CHF 2.65 CHF 103,700 103,700 108,810 108,810 284,611 CHF 285,699 CHF 100.00% 100.00%
08/11/2024 0.41% 2.46 CHF 2.47 CHF 112,200 112,200 110,151 110,151 265,803 CHF 266,905 CHF 100.00% 100.00%
07/11/2024 0.40% 2.41 CHF 2.42 CHF 108,800 108,800 107,833 107,833 268,213 CHF 269,291 CHF 100.00% 100.00%

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