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 0.40% 2.43 CHF 2.44 CHF 55,000 55,000 54,563 54,563 135,449 CHF 135,994 CHF 99.47% 99.47%
19/11/2024 0.40% 2.51 CHF 2.52 CHF 54,000 54,000 54,323 54,323 136,333 CHF 136,877 CHF 100.00% 100.00%
18/11/2024 0.38% 2.63 CHF 2.64 CHF 53,000 53,000 53,000 53,000 138,926 CHF 139,456 CHF 99.89% 99.89%
15/11/2024 0.38% 2.61 CHF 2.62 CHF 53,000 53,000 53,081 53,081 138,449 CHF 138,980 CHF 100.00% 100.00%
14/11/2024 0.39% 2.56 CHF 2.57 CHF 54,000 54,000 53,972 53,972 137,589 CHF 138,129 CHF 98.68% 98.68%
13/11/2024 0.39% 2.50 CHF 2.51 CHF 54,000 54,000 54,109 54,109 137,326 CHF 137,867 CHF 100.00% 100.00%
12/11/2024 0.39% 2.52 CHF 2.53 CHF 54,000 54,000 53,498 53,498 138,412 CHF 138,947 CHF 99.88% 99.88%
11/11/2024 0.38% 2.67 CHF 2.68 CHF 53,000 53,000 53,000 53,000 140,539 CHF 141,069 CHF 100.00% 100.00%
08/11/2024 0.39% 2.57 CHF 2.58 CHF 54,000 54,000 53,962 53,962 138,197 CHF 138,736 CHF 99.04% 99.04%
07/11/2024 0.38% 2.56 CHF 2.57 CHF 54,000 54,000 52,874 52,874 138,996 CHF 139,525 CHF 100.00% 100.00%

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