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 0.46% 2.11 CHF 2.12 CHF 38,000 38,000 37,222 37,222 80,256 CHF 80,629 CHF 99.43% 99.43%
19/11/2024 0.50% 2.03 CHF 2.04 CHF 38,000 38,000 38,196 38,196 76,357 CHF 76,739 CHF 100.00% 100.00%
18/11/2024 0.46% 2.12 CHF 2.13 CHF 38,000 38,000 37,149 37,149 80,802 CHF 81,174 CHF 99.88% 99.88%
15/11/2024 0.45% 2.22 CHF 2.23 CHF 37,000 37,000 37,000 37,000 81,340 CHF 81,710 CHF 100.00% 100.00%
14/11/2024 0.46% 2.21 CHF 2.22 CHF 37,000 37,000 37,000 37,000 81,082 CHF 81,452 CHF 98.55% 98.55%
13/11/2024 0.46% 2.18 CHF 2.19 CHF 37,000 37,000 37,000 37,000 79,867 CHF 80,237 CHF 100.00% 100.00%
12/11/2024 0.45% 2.19 CHF 2.20 CHF 37,000 37,000 36,978 36,978 82,843 CHF 83,213 CHF 99.88% 99.88%
11/11/2024 0.42% 2.35 CHF 2.36 CHF 36,000 36,000 36,000 36,000 84,851 CHF 85,211 CHF 100.00% 100.00%
08/11/2024 0.43% 2.35 CHF 2.36 CHF 36,000 36,000 36,000 36,000 83,969 CHF 84,329 CHF 98.30% 98.30%
07/11/2024 0.41% 2.40 CHF 2.41 CHF 36,000 36,000 35,992 35,992 86,708 CHF 87,068 CHF 100.00% 100.00%

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