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 0.74% 2.58 CHF 2.59 CHF 126,000 126,000 44,347 44,347 110,645 CHF 111,257 CHF 99.78% 99.78%
19/11/2024 0.74% 2.41 CHF 2.42 CHF 130,000 130,000 45,125 45,125 108,408 CHF 109,028 CHF 100.00% 100.00%
18/11/2024 0.72% 2.46 CHF 2.47 CHF 128,000 128,000 44,549 44,549 110,111 CHF 110,724 CHF 99.91% 99.91%
15/11/2024 0.71% 2.50 CHF 2.51 CHF 128,000 128,000 43,876 43,876 111,037 CHF 111,639 CHF 100.00% 100.00%
14/11/2024 0.71% 2.64 CHF 2.65 CHF 124,000 124,000 42,400 42,400 109,410 CHF 109,986 CHF 100.00% 100.00%
13/11/2024 0.71% 2.53 CHF 2.54 CHF 126,000 126,000 44,144 44,144 111,518 CHF 112,126 CHF 100.00% 100.00%
12/11/2024 0.69% 2.55 CHF 2.56 CHF 126,000 126,000 43,801 43,801 112,399 CHF 112,999 CHF 100.00% 100.00%
11/11/2024 0.69% 2.70 CHF 2.71 CHF 124,000 124,000 43,144 43,144 114,128 CHF 114,720 CHF 99.78% 99.78%
08/11/2024 1.14% 2.63 CHF 2.64 CHF 126,000 126,000 35,219 35,219 90,547 CHF 91,091 CHF 99.04% 99.04%
07/11/2024 0.62% 2.98 CHF 2.99 CHF 118,000 118,000 41,175 41,175 120,942 CHF 121,507 CHF 99.85% 99.85%

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