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 0.39% 2.55 CHF 2.56 CHF 94,000 94,000 93,115 93,115 239,867 CHF 240,798 CHF 100.00% 100.00%
19/11/2024 0.39% 2.57 CHF 2.58 CHF 93,000 93,000 93,520 93,520 238,982 CHF 239,917 CHF 100.00% 100.00%
18/11/2024 0.38% 2.64 CHF 2.65 CHF 92,000 92,000 92,630 92,630 241,013 CHF 241,939 CHF 100.00% 100.00%
15/11/2024 0.39% 2.60 CHF 2.61 CHF 93,000 93,000 92,597 92,597 239,973 CHF 240,899 CHF 100.00% 100.00%
14/11/2024 0.39% 2.56 CHF 2.57 CHF 93,000 93,000 93,649 93,649 237,877 CHF 238,814 CHF 99.39% 99.39%
13/11/2024 0.41% 2.41 CHF 2.42 CHF 96,000 96,000 95,677 95,677 231,658 CHF 232,614 CHF 100.00% 100.00%
12/11/2024 0.40% 2.40 CHF 2.41 CHF 96,000 96,000 94,583 94,583 235,354 CHF 236,299 CHF 100.00% 100.00%
11/11/2024 0.39% 2.55 CHF 2.56 CHF 93,000 93,000 93,007 93,007 238,561 CHF 239,491 CHF 99.93% 99.93%
08/11/2024 0.39% 2.53 CHF 2.54 CHF 94,000 94,000 92,901 92,901 239,863 CHF 240,792 CHF 100.00% 100.00%
07/11/2024 0.38% 2.65 CHF 2.66 CHF 91,000 91,000 91,391 91,391 242,120 CHF 243,033 CHF 100.00% 100.00%

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