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 0.47% 2.01 CHF 2.02 CHF 72,000 72,000 72,965 72,965 154,660 CHF 155,390 CHF 100.00% 100.00%
19/11/2024 0.48% 2.11 CHF 2.12 CHF 73,600 73,600 70,591 70,591 146,801 CHF 147,507 CHF 100.00% 100.00%
18/11/2024 0.45% 2.21 CHF 2.22 CHF 68,600 68,600 66,549 66,549 147,562 CHF 148,227 CHF 100.00% 100.00%
15/11/2024 0.43% 2.22 CHF 2.23 CHF 65,200 65,200 66,823 66,823 154,947 CHF 155,615 CHF 100.00% 100.00%
14/11/2024 0.44% 2.30 CHF 2.31 CHF 67,900 67,900 67,538 67,538 151,807 CHF 152,482 CHF 99.79% 99.79%
13/11/2024 0.44% 2.14 CHF 2.15 CHF 67,300 67,300 68,991 68,991 156,428 CHF 157,118 CHF 100.00% 100.00%
12/11/2024 0.45% 2.22 CHF 2.23 CHF 70,100 70,100 68,774 68,774 153,612 CHF 154,299 CHF 100.00% 100.00%
11/11/2024 0.43% 2.28 CHF 2.29 CHF 67,900 67,900 66,271 66,271 152,255 CHF 152,917 CHF 100.00% 100.00%
08/11/2024 0.42% 2.32 CHF 2.33 CHF 65,300 65,300 62,466 62,466 148,765 CHF 149,389 CHF 100.00% 100.00%
07/11/2024 0.39% 2.52 CHF 2.53 CHF 60,600 60,600 64,626 64,626 166,156 CHF 166,802 CHF 100.00% 100.00%

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