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 0.41% 2.46 CHF 2.47 CHF 43,000 43,000 42,491 42,491 104,032 CHF 104,457 CHF 100.00% 100.00%
19/11/2024 0.41% 2.43 CHF 2.44 CHF 42,000 42,000 42,740 42,740 104,718 CHF 105,146 CHF 100.00% 100.00%
18/11/2024 0.42% 2.41 CHF 2.42 CHF 42,000 42,000 41,908 41,908 100,748 CHF 101,167 CHF 100.00% 100.00%
15/11/2024 0.42% 2.40 CHF 2.41 CHF 42,000 42,000 41,303 41,303 98,816 CHF 99,229 CHF 100.00% 100.00%
14/11/2024 0.41% 2.41 CHF 2.42 CHF 42,000 42,000 42,134 42,134 102,365 CHF 102,786 CHF 100.00% 100.00%
13/11/2024 0.41% 2.43 CHF 2.44 CHF 42,000 42,000 42,000 42,000 101,758 CHF 102,178 CHF 100.00% 100.00%
12/11/2024 0.42% 2.41 CHF 2.42 CHF 42,000 42,000 41,327 41,327 98,799 CHF 99,213 CHF 99.85% 99.85%
11/11/2024 0.44% 2.29 CHF 2.30 CHF 40,000 40,000 39,983 39,983 91,391 CHF 91,791 CHF 99.69% 99.69%
08/11/2024 0.43% 2.32 CHF 2.33 CHF 40,000 40,000 39,992 39,992 91,944 CHF 92,344 CHF 100.00% 100.00%
07/11/2024 0.45% 2.24 CHF 2.25 CHF 39,000 39,000 38,842 38,842 86,775 CHF 87,163 CHF 99.44% 99.44%

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