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 0.51% 2.01 CHF 2.02 CHF 77,000 77,000 34,914 34,914 69,494 CHF 69,844 CHF 99.33% 99.33%
19/11/2024 0.53% 1.93 CHF 1.94 CHF 79,000 79,000 35,398 35,398 67,982 CHF 68,338 CHF 100.00% 100.00%
18/11/2024 0.54% 1.92 CHF 1.93 CHF 79,000 79,000 35,390 35,390 67,118 CHF 67,473 CHF 99.78% 99.78%
15/11/2024 0.52% 1.92 CHF 1.93 CHF 78,000 78,000 35,229 35,229 68,427 CHF 68,780 CHF 99.90% 99.90%
14/11/2024 0.51% 1.93 CHF 1.94 CHF 78,000 78,000 35,066 35,066 69,198 CHF 69,549 CHF 98.53% 98.53%
13/11/2024 0.51% 2.00 CHF 2.01 CHF 78,000 78,000 35,242 35,242 69,902 CHF 70,255 CHF 100.00% 100.00%
12/11/2024 0.51% 1.97 CHF 1.98 CHF 78,000 78,000 34,999 34,999 69,845 CHF 70,195 CHF 99.88% 99.88%
11/11/2024 0.50% 2.03 CHF 2.04 CHF 77,000 77,000 34,746 34,746 70,534 CHF 70,882 CHF 99.90% 99.90%
08/11/2024 0.51% 2.04 CHF 2.05 CHF 77,000 77,000 35,022 35,022 70,603 CHF 70,954 CHF 99.05% 99.05%
07/11/2024 0.51% 1.97 CHF 1.98 CHF 78,000 78,000 34,958 34,958 70,053 CHF 70,404 CHF 99.90% 99.90%

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