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 0.63% 2.88 CHF 2.89 CHF 58,000 58,000 26,198 26,198 75,384 CHF 75,783 CHF 99.06% 99.06%
19/11/2024 0.63% 2.87 CHF 2.88 CHF 58,000 58,000 26,255 26,255 75,282 CHF 75,682 CHF 100.00% 100.00%
18/11/2024 0.60% 2.94 CHF 2.95 CHF 57,000 57,000 25,888 25,888 76,642 CHF 77,036 CHF 99.87% 99.87%
15/11/2024 0.61% 2.97 CHF 2.98 CHF 57,000 57,000 26,024 26,024 76,333 CHF 76,731 CHF 99.72% 99.72%
14/11/2024 0.60% 3.00 CHF 3.01 CHF 57,000 57,000 25,346 25,346 76,577 CHF 76,960 CHF 98.67% 98.67%
13/11/2024 0.61% 3.05 CHF 3.06 CHF 56,000 56,000 25,778 25,778 77,149 CHF 77,542 CHF 100.00% 100.00%
12/11/2024 0.59% 2.98 CHF 2.99 CHF 57,000 57,000 25,574 25,574 77,228 CHF 77,615 CHF 99.88% 99.88%
11/11/2024 0.61% 3.03 CHF 3.04 CHF 57,000 57,000 25,419 25,419 76,690 CHF 77,079 CHF 99.76% 99.76%
08/11/2024 0.63% 2.95 CHF 2.96 CHF 58,000 58,000 26,553 26,553 76,306 CHF 76,708 CHF 98.52% 98.52%
07/11/2024 0.61% 2.87 CHF 2.88 CHF 59,000 59,000 26,261 26,261 77,201 CHF 77,600 CHF 100.00% 100.00%

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