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 0.48% 2.05 CHF 2.06 CHF 83,000 83,000 82,986 82,986 174,029 CHF 174,859 CHF 100.00% 100.00%
19/11/2024 0.48% 2.06 CHF 2.07 CHF 83,000 83,000 83,015 83,015 171,238 CHF 172,069 CHF 100.00% 100.00%
18/11/2024 0.46% 2.17 CHF 2.18 CHF 81,000 81,000 81,960 81,960 176,070 CHF 176,890 CHF 100.00% 100.00%
15/11/2024 0.46% 2.13 CHF 2.14 CHF 83,000 83,000 81,347 81,347 176,881 CHF 177,694 CHF 100.00% 100.00%
14/11/2024 0.47% 2.17 CHF 2.18 CHF 81,000 81,000 82,676 82,676 173,865 CHF 174,691 CHF 100.00% 100.00%
13/11/2024 0.50% 2.02 CHF 2.03 CHF 83,000 83,000 84,506 84,506 168,415 CHF 169,260 CHF 100.00% 100.00%
12/11/2024 0.49% 1.93 CHF 1.94 CHF 85,000 85,000 83,328 83,328 168,893 CHF 169,726 CHF 99.87% 99.87%
11/11/2024 0.46% 2.17 CHF 2.18 CHF 81,000 81,000 81,068 81,068 177,089 CHF 177,900 CHF 99.69% 99.69%
08/11/2024 0.47% 2.13 CHF 2.14 CHF 83,000 83,000 79,157 79,157 175,037 CHF 175,849 CHF 98.82% 98.82%
07/11/2024 0.39% 2.53 CHF 2.54 CHF 77,000 77,000 77,268 77,268 195,747 CHF 196,520 CHF 100.00% 100.00%

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