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 0.36% 2.69 CHF 2.70 CHF 129,900 129,900 130,503 130,503 358,253 CHF 359,558 CHF 100.00% 100.00%
19/11/2024 0.37% 2.74 CHF 2.75 CHF 130,900 130,900 128,974 128,974 351,358 CHF 352,648 CHF 100.00% 100.00%
18/11/2024 0.36% 2.79 CHF 2.80 CHF 127,700 127,700 126,252 126,252 352,940 CHF 354,203 CHF 100.00% 100.00%
15/11/2024 0.35% 2.80 CHF 2.81 CHF 125,400 125,400 126,482 126,482 359,449 CHF 360,714 CHF 100.00% 100.00%
14/11/2024 0.36% 2.84 CHF 2.85 CHF 127,300 127,300 126,999 126,999 356,662 CHF 357,932 CHF 99.91% 99.91%
13/11/2024 0.35% 2.76 CHF 2.77 CHF 126,900 126,900 128,047 128,047 360,766 CHF 362,047 CHF 100.00% 100.00%
12/11/2024 0.36% 2.79 CHF 2.80 CHF 128,800 128,800 127,896 127,896 357,920 CHF 359,199 CHF 100.00% 100.00%
11/11/2024 0.35% 2.82 CHF 2.83 CHF 127,300 127,300 126,214 126,214 357,203 CHF 358,465 CHF 100.00% 100.00%
08/11/2024 0.35% 2.84 CHF 2.85 CHF 125,500 125,500 123,510 123,510 354,479 CHF 355,714 CHF 100.00% 100.00%
07/11/2024 0.34% 2.93 CHF 2.94 CHF 122,200 122,200 125,204 125,204 370,412 CHF 371,664 CHF 100.00% 100.00%

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