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 0.39% 2.59 CHF 2.60 CHF 43,000 43,000 42,491 42,491 109,434 CHF 109,859 CHF 100.00% 100.00%
19/11/2024 0.39% 2.56 CHF 2.57 CHF 42,000 42,000 42,740 42,740 110,217 CHF 110,644 CHF 100.00% 100.00%
18/11/2024 0.39% 2.53 CHF 2.54 CHF 42,000 42,000 41,908 41,908 106,150 CHF 106,569 CHF 100.00% 100.00%
15/11/2024 0.40% 2.53 CHF 2.54 CHF 42,000 42,000 41,303 41,303 104,116 CHF 104,529 CHF 100.00% 100.00%
14/11/2024 0.39% 2.54 CHF 2.55 CHF 42,000 42,000 42,134 42,134 107,793 CHF 108,215 CHF 100.00% 100.00%
13/11/2024 0.39% 2.56 CHF 2.57 CHF 42,000 42,000 42,000 42,000 107,156 CHF 107,576 CHF 100.00% 100.00%
12/11/2024 0.40% 2.54 CHF 2.55 CHF 42,000 42,000 41,327 41,327 104,136 CHF 104,549 CHF 99.85% 99.85%
11/11/2024 0.41% 2.42 CHF 2.43 CHF 40,000 40,000 39,983 39,983 96,539 CHF 96,939 CHF 99.72% 99.72%
08/11/2024 0.41% 2.45 CHF 2.46 CHF 40,000 40,000 39,992 39,992 97,142 CHF 97,542 CHF 100.00% 100.00%
07/11/2024 0.42% 2.37 CHF 2.38 CHF 39,000 39,000 38,842 38,842 91,812 CHF 92,200 CHF 99.44% 99.44%

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