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 0.38% 2.58 CHF 2.59 CHF 38,000 38,000 37,222 37,222 97,576 CHF 97,948 CHF 99.43% 99.43%
19/11/2024 0.40% 2.50 CHF 2.51 CHF 38,000 38,000 38,196 38,196 94,139 CHF 94,521 CHF 100.00% 100.00%
18/11/2024 0.38% 2.59 CHF 2.60 CHF 38,000 38,000 37,149 37,149 98,101 CHF 98,473 CHF 99.88% 99.88%
15/11/2024 0.37% 2.69 CHF 2.70 CHF 37,000 37,000 37,000 37,000 98,553 CHF 98,923 CHF 100.00% 100.00%
14/11/2024 0.38% 2.67 CHF 2.68 CHF 37,000 37,000 37,000 37,000 98,284 CHF 98,654 CHF 98.53% 98.53%
13/11/2024 0.38% 2.65 CHF 2.66 CHF 37,000 37,000 37,000 37,000 97,060 CHF 97,430 CHF 100.00% 100.00%
12/11/2024 0.37% 2.66 CHF 2.67 CHF 37,000 37,000 36,978 36,978 100,028 CHF 100,398 CHF 99.89% 99.89%
11/11/2024 0.35% 2.82 CHF 2.83 CHF 36,000 36,000 36,000 36,000 101,599 CHF 101,959 CHF 100.00% 100.00%
08/11/2024 0.36% 2.81 CHF 2.82 CHF 36,000 36,000 36,000 36,000 100,672 CHF 101,032 CHF 98.30% 98.30%
07/11/2024 0.35% 2.87 CHF 2.88 CHF 36,000 36,000 35,992 35,992 103,442 CHF 103,802 CHF 100.00% 100.00%

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