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% 2.96 CHF 2.97 CHF 54,000 54,000 52,676 52,676 155,902 CHF 156,429 CHF 100.00% 100.00%
19/11/2024 0.34% 2.92 CHF 2.93 CHF 55,000 55,000 53,531 53,531 155,705 CHF 156,240 CHF 100.00% 100.00%
18/11/2024 0.35% 2.90 CHF 2.91 CHF 55,000 55,000 53,568 53,568 154,087 CHF 154,623 CHF 100.00% 100.00%
15/11/2024 0.35% 2.84 CHF 2.85 CHF 56,000 56,000 54,118 54,118 153,206 CHF 153,747 CHF 100.00% 100.00%
14/11/2024 0.36% 2.77 CHF 2.78 CHF 56,000 56,000 54,754 54,754 151,142 CHF 151,690 CHF 99.33% 99.33%
13/11/2024 0.36% 2.78 CHF 2.79 CHF 56,000 56,000 54,448 54,448 152,579 CHF 153,123 CHF 100.00% 100.00%
12/11/2024 0.36% 2.76 CHF 2.77 CHF 56,000 56,000 55,307 55,307 155,515 CHF 156,069 CHF 68.32% 100.00%
11/11/2024 0.34% 2.92 CHF 2.93 CHF 55,000 55,000 52,700 52,700 156,111 CHF 156,638 CHF 99.93% 99.93%
08/11/2024 0.33% 3.02 CHF 3.03 CHF 54,000 54,000 51,727 51,727 158,833 CHF 159,351 CHF 100.00% 100.00%
07/11/2024 0.30% 3.32 CHF 3.33 CHF 51,000 51,000 49,705 49,705 164,043 CHF 164,540 CHF 98.53% 98.53%

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