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 0.34% 2.95 CHF 2.96 CHF 75,000 75,000 74,359 74,359 220,424 CHF 221,168 CHF 100.00% 100.00%
19/11/2024 0.35% 2.89 CHF 2.90 CHF 76,000 76,000 75,224 75,224 218,069 CHF 218,822 CHF 98.73% 98.73%
18/11/2024 0.36% 2.91 CHF 2.92 CHF 76,000 76,000 76,898 76,898 214,625 CHF 215,394 CHF 100.00% 100.00%
15/11/2024 0.35% 2.86 CHF 2.87 CHF 77,000 77,000 77,423 77,423 218,744 CHF 219,518 CHF 70.86% 70.86%
14/11/2024 0.35% 2.89 CHF 2.90 CHF 76,000 76,000 75,582 75,582 218,433 CHF 219,190 CHF 100.00% 100.00%
13/11/2024 0.36% 2.83 CHF 2.84 CHF 77,000 77,000 76,527 76,527 215,838 CHF 216,604 CHF 99.72% 99.72%
12/11/2024 0.35% 2.79 CHF 2.80 CHF 78,000 78,000 76,349 76,349 216,981 CHF 217,746 CHF 100.00% 100.00%
11/11/2024 0.35% 2.80 CHF 2.81 CHF 78,000 78,000 75,827 75,827 219,390 CHF 220,149 CHF 100.00% 100.00%
08/11/2024 0.33% 2.97 CHF 2.98 CHF 76,000 76,000 74,449 74,449 226,374 CHF 227,119 CHF 100.00% 100.00%
07/11/2024 0.33% 3.12 CHF 3.13 CHF 74,000 74,000 74,394 74,394 227,724 CHF 228,468 CHF 100.00% 100.00%

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