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% 2.11 CHF 2.12 CHF 43,000 43,000 42,491 42,491 89,063 CHF 89,488 CHF 100.00% 100.00%
19/11/2024 0.48% 2.08 CHF 2.09 CHF 42,000 42,000 42,740 42,740 89,705 CHF 90,133 CHF 100.00% 100.00%
18/11/2024 0.49% 2.05 CHF 2.06 CHF 42,000 42,000 41,908 41,908 86,011 CHF 86,430 CHF 100.00% 100.00%
15/11/2024 0.49% 2.05 CHF 2.06 CHF 42,000 42,000 41,303 41,303 84,282 CHF 84,695 CHF 100.00% 100.00%
14/11/2024 0.48% 2.06 CHF 2.07 CHF 42,000 42,000 42,134 42,134 87,569 CHF 87,991 CHF 100.00% 100.00%
13/11/2024 0.48% 2.08 CHF 2.09 CHF 42,000 42,000 42,000 42,000 86,990 CHF 87,410 CHF 100.00% 100.00%
12/11/2024 0.49% 2.06 CHF 2.07 CHF 42,000 42,000 41,327 41,327 84,287 CHF 84,700 CHF 99.85% 99.85%
11/11/2024 0.52% 1.94 CHF 1.95 CHF 40,000 40,000 39,983 39,983 77,332 CHF 77,732 CHF 99.69% 99.69%
08/11/2024 0.51% 1.96 CHF 1.97 CHF 40,000 40,000 39,992 39,992 77,868 CHF 78,268 CHF 100.00% 100.00%
07/11/2024 0.53% 1.89 CHF 1.90 CHF 39,000 39,000 38,842 38,842 73,116 CHF 73,504 CHF 99.44% 99.44%

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