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 0.53% 1.88 CHF 1.89 CHF 24,000 24,000 23,775 23,775 44,978 CHF 45,216 CHF 100.00% 100.00%
19/11/2024 0.52% 1.88 CHF 1.89 CHF 24,000 24,000 23,773 23,773 46,181 CHF 46,419 CHF 98.91% 98.91%
18/11/2024 0.53% 2.00 CHF 2.01 CHF 24,000 24,000 23,858 23,858 45,095 CHF 45,333 CHF 100.00% 100.00%
15/11/2024 0.53% 1.83 CHF 1.84 CHF 25,000 25,000 24,143 24,143 45,586 CHF 45,828 CHF 71.91% 71.91%
14/11/2024 0.52% 2.00 CHF 2.01 CHF 24,000 24,000 23,774 23,774 46,127 CHF 46,365 CHF 100.00% 100.00%
13/11/2024 0.55% 2.09 CHF 2.10 CHF 24,000 24,000 24,303 24,303 44,722 CHF 44,965 CHF 99.44% 99.44%
12/11/2024 0.43% 2.07 CHF 2.08 CHF 24,000 24,000 22,818 22,818 54,136 CHF 54,364 CHF 100.00% 100.00%
11/11/2024 0.40% 2.52 CHF 2.53 CHF 22,000 22,000 21,864 21,864 55,196 CHF 55,415 CHF 100.00% 100.00%
08/11/2024 0.42% 2.43 CHF 2.44 CHF 23,000 23,000 22,785 22,785 54,869 CHF 55,097 CHF 100.00% 100.00%
07/11/2024 0.41% 2.42 CHF 2.43 CHF 23,000 23,000 22,785 22,785 55,678 CHF 55,906 CHF 100.00% 100.00%

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