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 0.94% 2.05 CHF 2.06 CHF 126,000 126,000 44,347 44,347 87,357 CHF 87,969 CHF 99.78% 99.78%
19/11/2024 0.95% 1.88 CHF 1.89 CHF 130,000 130,000 45,125 45,125 84,765 CHF 85,385 CHF 100.00% 100.00%
18/11/2024 0.92% 1.93 CHF 1.94 CHF 128,000 128,000 44,549 44,549 86,667 CHF 87,280 CHF 99.91% 99.91%
15/11/2024 0.89% 1.97 CHF 1.98 CHF 128,000 128,000 43,877 43,877 87,916 CHF 88,518 CHF 100.00% 100.00%
14/11/2024 0.89% 2.11 CHF 2.12 CHF 124,000 124,000 42,439 42,439 87,173 CHF 87,750 CHF 100.00% 100.00%
13/11/2024 0.90% 2.01 CHF 2.02 CHF 126,000 126,000 44,148 44,148 88,441 CHF 89,049 CHF 100.00% 100.00%
12/11/2024 0.87% 2.02 CHF 2.03 CHF 126,000 126,000 43,804 43,804 89,526 CHF 90,126 CHF 100.00% 100.00%
11/11/2024 0.86% 2.18 CHF 2.19 CHF 124,000 124,000 43,144 43,144 91,645 CHF 92,237 CHF 99.78% 99.78%
08/11/2024 1.40% 2.12 CHF 2.13 CHF 126,000 126,000 35,234 35,234 72,368 CHF 72,912 CHF 99.07% 99.07%
07/11/2024 0.76% 2.46 CHF 2.47 CHF 118,000 118,000 41,181 41,181 99,656 CHF 100,222 CHF 99.85% 99.85%

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