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% 2.40 CHF 2.41 CHF 55,000 55,000 54,563 54,563 133,366 CHF 133,912 CHF 99.43% 99.43%
19/11/2024 0.40% 2.48 CHF 2.49 CHF 54,000 54,000 54,323 54,323 134,280 CHF 134,823 CHF 100.00% 100.00%
18/11/2024 0.39% 2.59 CHF 2.60 CHF 53,000 53,000 53,000 53,000 136,884 CHF 137,414 CHF 99.88% 99.88%
15/11/2024 0.39% 2.57 CHF 2.58 CHF 53,000 53,000 53,081 53,081 136,447 CHF 136,978 CHF 100.00% 100.00%
14/11/2024 0.40% 2.52 CHF 2.53 CHF 54,000 54,000 53,972 53,972 135,530 CHF 136,069 CHF 98.59% 98.59%
13/11/2024 0.40% 2.47 CHF 2.48 CHF 54,000 54,000 54,109 54,109 135,253 CHF 135,794 CHF 100.00% 100.00%
12/11/2024 0.39% 2.49 CHF 2.50 CHF 54,000 54,000 53,498 53,498 136,359 CHF 136,894 CHF 99.88% 99.88%
11/11/2024 0.38% 2.63 CHF 2.64 CHF 53,000 53,000 53,000 53,000 138,509 CHF 139,039 CHF 100.00% 100.00%
08/11/2024 0.40% 2.53 CHF 2.54 CHF 54,000 54,000 53,963 53,963 136,111 CHF 136,651 CHF 99.05% 99.05%
07/11/2024 0.39% 2.53 CHF 2.54 CHF 54,000 54,000 52,874 52,874 136,953 CHF 137,482 CHF 100.00% 100.00%

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