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 0.42% 2.38 CHF 2.39 CHF 53,000 53,000 53,000 53,000 126,900 CHF 127,430 CHF 100.00% 100.00%
19/11/2024 0.41% 2.38 CHF 2.39 CHF 53,000 53,000 52,377 52,377 128,102 CHF 128,626 CHF 99.90% 99.90%
18/11/2024 0.42% 2.50 CHF 2.51 CHF 52,000 52,000 52,843 52,843 126,337 CHF 126,865 CHF 100.00% 100.00%
15/11/2024 0.42% 2.33 CHF 2.34 CHF 53,000 53,000 53,066 53,066 126,592 CHF 127,123 CHF 100.00% 100.00%
14/11/2024 0.41% 2.50 CHF 2.51 CHF 52,000 52,000 52,697 52,697 128,768 CHF 129,295 CHF 100.00% 100.00%
13/11/2024 0.43% 2.59 CHF 2.60 CHF 52,000 52,000 53,300 53,300 124,751 CHF 125,284 CHF 100.00% 100.00%
12/11/2024 0.35% 2.57 CHF 2.58 CHF 52,000 52,000 49,992 49,992 143,969 CHF 144,469 CHF 99.78% 99.78%
11/11/2024 0.33% 3.03 CHF 3.04 CHF 49,000 49,000 49,000 49,000 148,606 CHF 149,096 CHF 100.00% 100.00%
08/11/2024 0.34% 2.94 CHF 2.95 CHF 49,000 49,000 49,781 49,781 145,156 CHF 145,654 CHF 98.95% 98.95%
07/11/2024 0.34% 2.93 CHF 2.94 CHF 50,000 50,000 49,122 49,122 144,990 CHF 145,481 CHF 100.00% 100.00%

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