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 0.52% 1.88 CHF 1.89 CHF 38,000 38,000 37,222 37,222 71,635 CHF 72,007 CHF 99.43% 99.43%
19/11/2024 0.56% 1.80 CHF 1.81 CHF 38,000 38,000 38,196 38,196 67,466 CHF 67,848 CHF 100.00% 100.00%
18/11/2024 0.51% 1.89 CHF 1.90 CHF 38,000 38,000 37,149 37,149 72,196 CHF 72,567 CHF 99.88% 99.88%
15/11/2024 0.51% 1.99 CHF 2.00 CHF 37,000 37,000 37,000 37,000 72,783 CHF 73,153 CHF 100.00% 100.00%
14/11/2024 0.51% 1.97 CHF 1.98 CHF 37,000 37,000 37,000 37,000 72,488 CHF 72,858 CHF 98.58% 98.58%
13/11/2024 0.52% 1.95 CHF 1.96 CHF 37,000 37,000 37,000 37,000 71,277 CHF 71,647 CHF 100.00% 100.00%
12/11/2024 0.50% 1.96 CHF 1.97 CHF 37,000 37,000 36,978 36,978 74,256 CHF 74,625 CHF 99.88% 99.88%
11/11/2024 0.47% 2.12 CHF 2.13 CHF 36,000 36,000 36,000 36,000 76,503 CHF 76,863 CHF 100.00% 100.00%
08/11/2024 0.47% 2.11 CHF 2.12 CHF 36,000 36,000 36,000 36,000 75,615 CHF 75,975 CHF 98.30% 98.30%
07/11/2024 0.46% 2.17 CHF 2.18 CHF 36,000 36,000 35,992 35,992 78,338 CHF 78,698 CHF 100.00% 100.00%

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