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 0.45% 2.30 CHF 2.31 CHF 77,700 77,700 76,651 76,651 173,614 CHF 174,382 CHF 100.00% 100.00%
19/11/2024 0.44% 2.28 CHF 2.29 CHF 77,640 77,640 76,724 76,724 174,671 CHF 175,439 CHF 98.94% 98.94%
18/11/2024 0.46% 2.23 CHF 2.24 CHF 77,030 77,030 76,032 76,032 168,423 CHF 169,184 CHF 100.00% 100.00%
15/11/2024 0.46% 2.19 CHF 2.20 CHF 76,330 76,330 76,149 76,149 164,831 CHF 165,592 CHF 71.90% 71.90%
14/11/2024 0.49% 2.05 CHF 2.06 CHF 74,520 74,520 73,975 73,975 153,378 CHF 154,118 CHF 100.00% 100.00%
13/11/2024 0.50% 2.04 CHF 2.05 CHF 74,090 74,090 73,233 73,233 147,972 CHF 148,705 CHF 98.59% 98.59%
12/11/2024 0.50% 2.05 CHF 2.06 CHF 74,230 74,230 73,328 73,328 148,861 CHF 149,595 CHF 99.69% 99.69%
11/11/2024 0.51% 1.97 CHF 1.98 CHF 73,310 73,310 72,680 72,680 143,604 CHF 144,332 CHF 100.00% 100.00%
08/11/2024 0.50% 2.04 CHF 2.05 CHF 74,260 74,260 73,382 73,382 148,205 CHF 148,940 CHF 100.00% 100.00%
07/11/2024 0.51% 1.97 CHF 1.98 CHF 73,560 73,560 73,076 73,076 144,481 CHF 145,212 CHF 100.00% 100.00%

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