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 0.68% 2.63 CHF 2.64 CHF 58,000 58,000 26,293 26,293 68,999 CHF 69,399 CHF 99.33% 99.33%
19/11/2024 0.69% 2.62 CHF 2.63 CHF 58,000 58,000 26,257 26,257 68,689 CHF 69,088 CHF 100.00% 100.00%
18/11/2024 0.66% 2.69 CHF 2.70 CHF 57,000 57,000 25,876 25,876 70,056 CHF 70,450 CHF 99.80% 99.80%
15/11/2024 0.67% 2.72 CHF 2.73 CHF 57,000 57,000 26,024 26,024 69,729 CHF 70,127 CHF 99.72% 99.72%
14/11/2024 0.65% 2.75 CHF 2.76 CHF 57,000 57,000 25,348 25,348 70,139 CHF 70,522 CHF 98.59% 98.59%
13/11/2024 0.66% 2.79 CHF 2.80 CHF 56,000 56,000 25,777 25,777 70,670 CHF 71,063 CHF 100.00% 100.00%
12/11/2024 0.65% 2.73 CHF 2.74 CHF 57,000 57,000 25,574 25,574 70,801 CHF 71,189 CHF 99.88% 99.88%
11/11/2024 0.67% 2.78 CHF 2.79 CHF 57,000 57,000 25,461 25,461 70,433 CHF 70,822 CHF 99.90% 99.90%
08/11/2024 0.69% 2.70 CHF 2.71 CHF 58,000 58,000 26,494 26,494 69,556 CHF 69,958 CHF 99.02% 99.02%
07/11/2024 0.66% 2.62 CHF 2.63 CHF 59,000 59,000 26,261 26,261 70,663 CHF 71,062 CHF 100.00% 100.00%

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