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 0.43% 2.30 CHF 2.31 CHF 83,000 83,000 82,986 82,986 194,779 CHF 195,609 CHF 100.00% 100.00%
19/11/2024 0.43% 2.31 CHF 2.32 CHF 83,000 83,000 83,001 83,001 191,952 CHF 192,782 CHF 100.00% 100.00%
18/11/2024 0.42% 2.42 CHF 2.43 CHF 81,000 81,000 81,960 81,960 196,634 CHF 197,453 CHF 100.00% 100.00%
15/11/2024 0.41% 2.38 CHF 2.39 CHF 83,000 83,000 81,347 81,347 197,256 CHF 198,070 CHF 100.00% 100.00%
14/11/2024 0.42% 2.42 CHF 2.43 CHF 81,000 81,000 82,587 82,587 194,338 CHF 195,164 CHF 100.00% 100.00%
13/11/2024 0.45% 2.27 CHF 2.28 CHF 83,000 83,000 83,753 83,753 187,793 CHF 188,630 CHF 100.00% 100.00%
12/11/2024 0.44% 2.18 CHF 2.19 CHF 84,000 84,000 83,164 83,164 189,324 CHF 190,155 CHF 99.86% 99.86%
11/11/2024 0.41% 2.42 CHF 2.43 CHF 81,000 81,000 81,068 81,068 197,356 CHF 198,167 CHF 99.71% 99.71%
08/11/2024 0.43% 2.38 CHF 2.39 CHF 83,000 83,000 79,192 79,192 194,909 CHF 195,721 CHF 100.00% 100.00%
07/11/2024 0.36% 2.78 CHF 2.79 CHF 77,000 77,000 77,268 77,268 215,274 CHF 216,046 CHF 100.00% 100.00%

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