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 0.84% 2.25 CHF 2.27 CHF 45,000 45,000 44,296 44,296 104,438 CHF 105,324 CHF 100.00% 100.00%
19/11/2024 0.84% 2.40 CHF 2.42 CHF 44,000 44,000 44,425 44,425 105,537 CHF 106,426 CHF 99.86% 99.86%
18/11/2024 0.83% 2.44 CHF 2.46 CHF 44,000 44,000 44,179 44,179 105,942 CHF 106,825 CHF 100.00% 100.00%
15/11/2024 0.75% 2.54 CHF 2.56 CHF 43,000 43,000 42,721 42,721 113,679 CHF 114,533 CHF 100.00% 100.00%
14/11/2024 0.71% 2.82 CHF 2.84 CHF 42,000 42,000 42,000 42,000 117,824 CHF 118,664 CHF 100.00% 100.00%
13/11/2024 0.74% 2.66 CHF 2.68 CHF 43,000 43,000 42,745 42,745 114,351 CHF 115,206 CHF 100.00% 100.00%
12/11/2024 0.70% 2.76 CHF 2.78 CHF 42,000 42,000 41,888 41,888 118,657 CHF 119,495 CHF 99.88% 99.88%
11/11/2024 0.68% 2.89 CHF 2.91 CHF 41,000 41,000 41,064 41,064 119,728 CHF 120,549 CHF 100.00% 100.00%
08/11/2024 0.71% 2.84 CHF 2.86 CHF 42,000 42,000 41,993 41,993 118,016 CHF 118,856 CHF 98.90% 98.90%
07/11/2024 0.71% 2.83 CHF 2.85 CHF 42,000 42,000 41,932 41,932 118,413 CHF 119,251 CHF 100.00% 100.00%

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