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 0.42% 2.44 CHF 2.45 CHF 57,200 57,200 56,097 56,097 134,429 CHF 134,990 CHF 100.00% 100.00%
19/11/2024 0.42% 2.37 CHF 2.38 CHF 59,600 59,600 59,311 59,311 141,672 CHF 142,265 CHF 100.00% 100.00%
18/11/2024 0.44% 2.23 CHF 2.24 CHF 58,900 58,900 58,541 58,541 131,521 CHF 132,106 CHF 100.00% 100.00%
15/11/2024 0.45% 2.20 CHF 2.21 CHF 55,700 55,700 55,636 55,636 122,540 CHF 123,096 CHF 100.00% 100.00%
14/11/2024 0.42% 2.28 CHF 2.29 CHF 51,700 51,700 51,859 51,859 123,038 CHF 123,556 CHF 99.35% 99.35%
13/11/2024 0.41% 2.54 CHF 2.55 CHF 60,000 60,000 58,733 58,733 142,229 CHF 142,816 CHF 100.00% 100.00%
12/11/2024 0.45% 2.30 CHF 2.31 CHF 60,400 60,400 59,417 59,417 131,240 CHF 131,834 CHF 100.00% 100.00%
11/11/2024 0.45% 2.15 CHF 2.16 CHF 58,100 58,100 57,990 57,990 127,483 CHF 128,063 CHF 99.93% 99.93%
08/11/2024 0.45% 2.29 CHF 2.30 CHF 64,800 64,800 63,741 63,741 142,643 CHF 143,280 CHF 100.00% 100.00%
07/11/2024 0.50% 2.00 CHF 2.01 CHF 56,500 56,500 56,320 56,320 111,786 CHF 112,349 CHF 100.00% 100.00%

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