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 0.34% 2.90 CHF 2.91 CHF 20,000 20,000 20,000 20,000 58,673 CHF 58,873 CHF 99.95% 99.95%
19/11/2024 0.35% 2.90 CHF 2.91 CHF 20,000 20,000 20,000 20,000 57,848 CHF 58,048 CHF 98.58% 98.58%
18/11/2024 0.34% 2.93 CHF 2.94 CHF 20,000 20,000 20,000 20,000 58,547 CHF 58,747 CHF 99.95% 99.95%
15/11/2024 0.34% 2.95 CHF 2.96 CHF 20,000 20,000 20,000 20,000 59,168 CHF 59,368 CHF 100.00% 100.00%
14/11/2024 0.34% 2.96 CHF 2.97 CHF 20,000 20,000 20,000 20,000 59,517 CHF 59,717 CHF 99.67% 99.67%
13/11/2024 0.34% 2.95 CHF 2.96 CHF 20,000 20,000 20,000 20,000 58,983 CHF 59,183 CHF 99.95% 99.95%
12/11/2024 0.33% 2.98 CHF 2.99 CHF 20,000 20,000 20,000 20,000 60,352 CHF 60,552 CHF 99.82% 99.82%
11/11/2024 0.33% 3.06 CHF 3.07 CHF 20,000 20,000 20,000 20,000 61,154 CHF 61,354 CHF 99.82% 99.82%
08/11/2024 0.34% 2.98 CHF 2.99 CHF 20,000 20,000 20,000 20,000 59,494 CHF 59,694 CHF 99.84% 99.84%
07/11/2024 0.33% 2.99 CHF 3.00 CHF 20,000 20,000 20,000 20,000 59,786 CHF 59,986 CHF 99.89% 99.89%

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