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 0.73% 2.83 CHF 2.85 CHF 20,000 20,000 19,812 19,812 54,663 CHF 55,060 CHF 100.00% 100.00%
19/11/2024 0.73% 2.82 CHF 2.84 CHF 20,000 20,000 19,810 19,810 54,953 CHF 55,350 CHF 98.94% 98.94%
18/11/2024 0.73% 2.70 CHF 2.72 CHF 20,000 20,000 19,813 19,813 54,934 CHF 55,331 CHF 100.00% 100.00%
15/11/2024 0.74% 2.76 CHF 2.78 CHF 20,000 20,000 20,000 20,000 54,122 CHF 54,522 CHF 71.99% 71.99%
14/11/2024 0.75% 2.66 CHF 2.68 CHF 20,000 20,000 19,443 19,443 51,987 CHF 52,376 CHF 100.00% 100.00%
13/11/2024 0.70% 2.90 CHF 2.92 CHF 20,000 20,000 19,811 19,811 56,858 CHF 57,254 CHF 99.37% 99.37%
12/11/2024 0.72% 2.89 CHF 2.91 CHF 20,000 20,000 19,811 19,811 55,767 CHF 56,164 CHF 100.00% 100.00%
11/11/2024 0.75% 2.72 CHF 2.74 CHF 20,000 20,000 19,804 19,804 53,360 CHF 53,756 CHF 100.00% 100.00%
08/11/2024 0.76% 2.71 CHF 2.73 CHF 20,000 20,000 19,572 19,572 52,124 CHF 52,515 CHF 100.00% 100.00%
07/11/2024 0.79% 2.59 CHF 2.61 CHF 19,000 19,000 18,933 18,933 48,136 CHF 48,515 CHF 100.00% 100.00%

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