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 0.44% 2.14 CHF 2.15 CHF 88,000 88,000 39,017 39,017 89,010 CHF 89,401 CHF 99.90% 99.90%
19/11/2024 0.47% 2.32 CHF 2.33 CHF 96,700 96,700 43,389 43,389 94,751 CHF 95,185 CHF 100.00% 100.00%
18/11/2024 0.43% 2.35 CHF 2.36 CHF 92,200 92,200 41,090 41,090 97,803 CHF 98,215 CHF 99.90% 99.90%
15/11/2024 0.59% 2.48 CHF 2.49 CHF 63,900 63,900 27,575 27,575 79,544 CHF 79,959 CHF 99.69% 99.69%
14/11/2024 0.55% 3.41 CHF 3.43 CHF 56,200 56,200 24,473 24,473 89,148 CHF 89,639 CHF 99.54% 99.54%
13/11/2024 0.58% 3.45 CHF 3.46 CHF 65,600 65,600 29,506 29,506 94,618 CHF 95,065 CHF 99.74% 99.74%
12/11/2024 0.62% 2.83 CHF 2.84 CHF 71,900 71,900 32,099 32,099 92,907 CHF 93,393 CHF 100.00% 100.00%
11/11/2024 0.58% 2.90 CHF 2.91 CHF 68,400 68,400 30,330 30,330 91,754 CHF 92,212 CHF 100.00% 100.00%
08/11/2024 0.57% 3.09 CHF 3.10 CHF 64,000 64,000 28,562 28,562 89,301 CHF 89,733 CHF 100.00% 100.00%
07/11/2024 0.61% 3.29 CHF 3.30 CHF 70,200 70,200 31,383 31,383 96,759 CHF 97,233 CHF 99.33% 99.33%

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