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% 2.39 CHF 2.40 CHF 75,000 75,000 74,356 74,356 179,503 CHF 180,248 CHF 100.00% 100.00%
19/11/2024 0.43% 2.34 CHF 2.35 CHF 76,000 76,000 75,237 75,237 176,819 CHF 177,573 CHF 98.73% 98.73%
18/11/2024 0.45% 2.36 CHF 2.37 CHF 76,000 76,000 76,899 76,899 172,240 CHF 173,009 CHF 100.00% 100.00%
15/11/2024 0.44% 2.31 CHF 2.32 CHF 77,000 77,000 77,430 77,430 176,086 CHF 176,860 CHF 70.94% 70.94%
14/11/2024 0.43% 2.34 CHF 2.35 CHF 76,000 76,000 75,595 75,595 176,746 CHF 177,503 CHF 100.00% 100.00%
13/11/2024 0.44% 2.28 CHF 2.29 CHF 77,000 77,000 76,526 76,526 173,881 CHF 174,647 CHF 99.69% 99.69%
12/11/2024 0.44% 2.24 CHF 2.25 CHF 78,000 78,000 76,307 76,307 175,062 CHF 175,826 CHF 100.00% 100.00%
11/11/2024 0.43% 2.26 CHF 2.27 CHF 78,000 78,000 75,901 75,901 178,156 CHF 178,916 CHF 100.00% 100.00%
08/11/2024 0.40% 2.43 CHF 2.44 CHF 76,000 76,000 74,439 74,439 186,023 CHF 186,768 CHF 100.00% 100.00%
07/11/2024 0.40% 2.58 CHF 2.59 CHF 74,000 74,000 74,452 74,452 187,474 CHF 188,219 CHF 100.00% 100.00%

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