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 0.48% 2.03 CHF 2.04 CHF 55,000 55,000 54,563 54,563 113,392 CHF 113,937 CHF 99.44% 99.44%
19/11/2024 0.47% 2.11 CHF 2.12 CHF 54,000 54,000 54,323 54,323 114,409 CHF 114,952 CHF 100.00% 100.00%
18/11/2024 0.45% 2.23 CHF 2.24 CHF 53,000 53,000 53,000 53,000 117,484 CHF 118,014 CHF 99.88% 99.88%
15/11/2024 0.45% 2.20 CHF 2.21 CHF 53,000 53,000 53,081 53,081 116,936 CHF 117,467 CHF 100.00% 100.00%
14/11/2024 0.47% 2.16 CHF 2.17 CHF 54,000 54,000 53,972 53,972 115,786 CHF 116,325 CHF 98.60% 98.60%
13/11/2024 0.47% 2.10 CHF 2.11 CHF 54,000 54,000 54,109 54,109 115,425 CHF 115,966 CHF 100.00% 100.00%
12/11/2024 0.46% 2.12 CHF 2.13 CHF 54,000 54,000 53,498 53,498 116,737 CHF 117,272 CHF 99.88% 99.88%
11/11/2024 0.44% 2.26 CHF 2.27 CHF 53,000 53,000 53,000 53,000 119,087 CHF 119,617 CHF 100.00% 100.00%
08/11/2024 0.46% 2.16 CHF 2.17 CHF 54,000 54,000 53,963 53,963 116,320 CHF 116,860 CHF 99.05% 99.05%
07/11/2024 0.45% 2.16 CHF 2.17 CHF 54,000 54,000 52,874 52,874 117,468 CHF 117,997 CHF 100.00% 100.00%

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