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 0.42% 2.34 CHF 2.35 CHF 42,000 42,000 42,000 42,000 99,623 CHF 100,043 CHF 99.47% 99.47%
19/11/2024 0.44% 2.29 CHF 2.30 CHF 42,000 42,000 42,033 42,033 96,348 CHF 96,768 CHF 100.00% 100.00%
18/11/2024 0.43% 2.32 CHF 2.33 CHF 42,000 42,000 42,000 42,000 97,133 CHF 97,553 CHF 99.89% 99.89%
15/11/2024 0.45% 2.27 CHF 2.28 CHF 42,000 42,000 42,773 42,773 94,895 CHF 95,323 CHF 100.00% 100.00%
14/11/2024 0.45% 2.32 CHF 2.33 CHF 42,000 42,000 42,798 42,798 95,291 CHF 95,719 CHF 98.64% 98.64%
13/11/2024 0.43% 2.33 CHF 2.34 CHF 42,000 42,000 42,000 42,000 97,715 CHF 98,135 CHF 100.00% 100.00%
12/11/2024 0.44% 2.22 CHF 2.23 CHF 43,000 43,000 42,097 42,097 96,174 CHF 96,595 CHF 99.88% 99.88%
11/11/2024 0.42% 2.38 CHF 2.39 CHF 42,000 42,000 41,868 41,868 100,164 CHF 100,582 CHF 100.00% 100.00%
08/11/2024 0.42% 2.37 CHF 2.38 CHF 42,000 42,000 42,000 42,000 99,590 CHF 100,010 CHF 98.29% 98.29%
07/11/2024 0.41% 2.42 CHF 2.43 CHF 42,000 42,000 41,473 41,473 101,222 CHF 101,637 CHF 100.00% 100.00%

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