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% 2.94 CHF 2.95 CHF 113,000 113,000 112,300 112,300 333,406 CHF 334,529 CHF 99.47% 99.47%
19/11/2024 0.34% 2.93 CHF 2.94 CHF 113,000 113,000 112,951 112,951 332,949 CHF 334,079 CHF 100.00% 100.00%
18/11/2024 0.34% 2.96 CHF 2.97 CHF 113,000 113,000 112,997 112,997 332,344 CHF 333,474 CHF 99.89% 99.89%
15/11/2024 0.34% 2.93 CHF 2.94 CHF 113,000 113,000 113,674 113,674 331,832 CHF 332,968 CHF 100.00% 100.00%
14/11/2024 0.35% 2.90 CHF 2.91 CHF 114,000 114,000 114,611 114,611 329,055 CHF 330,201 CHF 98.63% 98.63%
13/11/2024 0.35% 2.83 CHF 2.84 CHF 115,000 115,000 115,518 115,518 326,626 CHF 327,781 CHF 100.00% 100.00%
12/11/2024 0.35% 2.78 CHF 2.79 CHF 117,000 117,000 115,585 115,585 326,290 CHF 327,445 CHF 99.88% 99.88%
11/11/2024 0.35% 2.88 CHF 2.89 CHF 114,000 114,000 114,635 114,635 329,473 CHF 330,620 CHF 100.00% 100.00%
08/11/2024 0.35% 2.81 CHF 2.82 CHF 116,000 116,000 115,899 115,899 326,206 CHF 327,365 CHF 98.29% 98.29%
07/11/2024 0.35% 2.87 CHF 2.88 CHF 115,000 115,000 114,549 114,549 329,485 CHF 330,630 CHF 100.00% 100.00%

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