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 0.44% 2.20 CHF 2.21 CHF 55,000 55,000 54,563 54,563 122,591 CHF 123,136 CHF 99.47% 99.47%
19/11/2024 0.44% 2.28 CHF 2.29 CHF 54,000 54,000 54,323 54,323 123,522 CHF 124,065 CHF 100.00% 100.00%
18/11/2024 0.42% 2.40 CHF 2.41 CHF 53,000 53,000 53,000 53,000 126,404 CHF 126,934 CHF 99.89% 99.89%
15/11/2024 0.42% 2.37 CHF 2.38 CHF 53,000 53,000 53,081 53,081 125,890 CHF 126,420 CHF 100.00% 100.00%
14/11/2024 0.43% 2.32 CHF 2.33 CHF 54,000 54,000 53,972 53,972 124,873 CHF 125,413 CHF 98.68% 98.68%
13/11/2024 0.43% 2.27 CHF 2.28 CHF 54,000 54,000 54,109 54,109 124,532 CHF 125,073 CHF 100.00% 100.00%
12/11/2024 0.42% 2.29 CHF 2.30 CHF 54,000 54,000 53,499 53,499 125,803 CHF 126,338 CHF 99.88% 99.88%
11/11/2024 0.41% 2.43 CHF 2.44 CHF 53,000 53,000 53,000 53,000 128,037 CHF 128,567 CHF 100.00% 100.00%
08/11/2024 0.43% 2.33 CHF 2.34 CHF 54,000 54,000 53,963 53,963 125,486 CHF 126,026 CHF 99.04% 99.04%
07/11/2024 0.42% 2.33 CHF 2.34 CHF 54,000 54,000 52,874 52,874 126,444 CHF 126,973 CHF 100.00% 100.00%

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