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 0.46% 2.19 CHF 2.20 CHF 75,000 75,000 74,371 74,371 164,224 CHF 164,968 CHF 100.00% 100.00%
19/11/2024 0.47% 2.14 CHF 2.15 CHF 76,000 76,000 75,249 75,249 161,402 CHF 162,156 CHF 98.73% 98.73%
18/11/2024 0.50% 2.15 CHF 2.16 CHF 76,000 76,000 76,910 76,910 156,433 CHF 157,203 CHF 100.00% 100.00%
15/11/2024 0.48% 2.11 CHF 2.12 CHF 77,000 77,000 77,473 77,473 160,185 CHF 160,960 CHF 70.83% 70.83%
14/11/2024 0.47% 2.13 CHF 2.14 CHF 76,000 76,000 75,595 75,595 161,127 CHF 161,884 CHF 100.00% 100.00%
13/11/2024 0.49% 2.07 CHF 2.08 CHF 77,000 77,000 76,529 76,529 158,190 CHF 158,956 CHF 99.83% 99.83%
12/11/2024 0.48% 2.04 CHF 2.05 CHF 78,000 78,000 76,354 76,354 159,546 CHF 160,310 CHF 100.00% 100.00%
11/11/2024 0.47% 2.05 CHF 2.06 CHF 78,000 78,000 75,819 75,819 162,467 CHF 163,226 CHF 100.00% 100.00%
08/11/2024 0.44% 2.23 CHF 2.24 CHF 76,000 76,000 74,451 74,451 170,977 CHF 171,722 CHF 100.00% 100.00%
07/11/2024 0.44% 2.38 CHF 2.39 CHF 74,000 74,000 74,388 74,388 172,186 CHF 172,931 CHF 100.00% 100.00%

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