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 0.81% 2.49 CHF 2.51 CHF 50,000 50,000 49,834 49,834 123,131 CHF 124,128 CHF 100.00% 100.00%
19/11/2024 0.79% 2.43 CHF 2.45 CHF 50,000 50,000 49,302 49,302 124,630 CHF 125,616 CHF 92.70% 97.63%
18/11/2024 0.74% 2.72 CHF 2.74 CHF 48,000 48,000 48,000 48,000 129,534 CHF 130,494 CHF 100.00% 100.00%
15/11/2024 0.73% 2.71 CHF 2.73 CHF 48,000 48,000 48,000 48,000 130,538 CHF 131,498 CHF 100.00% 100.00%
14/11/2024 0.72% 2.80 CHF 2.82 CHF 47,000 47,000 47,280 47,280 131,078 CHF 132,023 CHF 100.00% 100.00%
13/11/2024 0.73% 2.76 CHF 2.78 CHF 48,000 48,000 47,870 47,870 129,885 CHF 130,843 CHF 100.00% 100.00%
12/11/2024 0.69% 2.84 CHF 2.86 CHF 47,000 47,000 46,919 46,919 135,279 CHF 136,218 CHF 100.00% 100.00%
11/11/2024 0.67% 2.93 CHF 2.95 CHF 46,000 46,000 46,000 46,000 137,164 CHF 138,084 CHF 100.00% 100.00%
08/11/2024 0.69% 2.91 CHF 2.93 CHF 46,000 46,000 46,905 46,905 135,285 CHF 136,223 CHF 100.00% 100.00%
07/11/2024 0.68% 2.86 CHF 2.88 CHF 47,000 47,000 46,310 46,310 135,089 CHF 136,016 CHF 100.00% 100.00%

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