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 0.49% 2.13 CHF 2.14 CHF 76,500 76,500 75,354 75,354 152,683 CHF 153,437 CHF 100.00% 100.00%
19/11/2024 0.48% 2.04 CHF 2.05 CHF 74,600 74,600 77,910 77,910 161,002 CHF 161,781 CHF 100.00% 100.00%
18/11/2024 0.51% 1.95 CHF 1.96 CHF 80,100 80,100 82,694 82,694 160,905 CHF 161,732 CHF 100.00% 100.00%
15/11/2024 0.53% 1.95 CHF 1.96 CHF 84,400 84,400 82,056 82,056 153,891 CHF 154,712 CHF 100.00% 100.00%
14/11/2024 0.52% 1.88 CHF 1.89 CHF 80,500 80,500 80,982 80,982 156,637 CHF 157,447 CHF 99.91% 99.91%
13/11/2024 0.52% 2.02 CHF 2.03 CHF 81,300 81,300 78,945 78,945 151,681 CHF 152,470 CHF 100.00% 100.00%
12/11/2024 0.51% 1.97 CHF 1.98 CHF 77,500 77,500 79,067 79,067 154,763 CHF 155,554 CHF 100.00% 100.00%
11/11/2024 0.52% 1.92 CHF 1.93 CHF 80,200 80,200 82,191 82,191 156,606 CHF 157,428 CHF 100.00% 100.00%
08/11/2024 0.54% 1.89 CHF 1.90 CHF 83,500 83,500 87,419 87,419 161,246 CHF 162,120 CHF 100.00% 100.00%
07/11/2024 0.58% 1.76 CHF 1.77 CHF 90,000 90,000 83,391 83,391 143,108 CHF 143,942 CHF 100.00% 100.00%

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