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 0.55% 1.74 CHF 1.75 CHF 31,000 31,000 30,833 30,833 56,175 CHF 56,483 CHF 100.00% 100.00%
19/11/2024 0.48% 1.95 CHF 1.96 CHF 24,900 24,900 24,640 24,640 50,877 CHF 51,123 CHF 100.00% 100.00%
18/11/2024 0.46% 2.17 CHF 2.18 CHF 24,300 24,300 24,300 24,300 52,199 CHF 52,442 CHF 100.00% 100.00%
15/11/2024 0.45% 2.21 CHF 2.22 CHF 23,400 23,400 23,435 23,435 52,212 CHF 52,446 CHF 100.00% 100.00%
14/11/2024 0.46% 2.24 CHF 2.25 CHF 24,200 24,200 24,472 24,472 53,420 CHF 53,664 CHF 99.35% 99.35%
13/11/2024 0.46% 2.15 CHF 2.16 CHF 24,400 24,400 24,185 24,185 52,644 CHF 52,885 CHF 100.00% 100.00%
12/11/2024 0.45% 2.17 CHF 2.18 CHF 23,200 23,200 22,780 22,780 51,007 CHF 51,235 CHF 100.00% 100.00%
11/11/2024 0.43% 2.31 CHF 2.32 CHF 23,700 23,700 23,699 23,699 55,451 CHF 55,688 CHF 99.93% 99.93%
08/11/2024 0.46% 2.20 CHF 2.21 CHF 23,600 23,600 23,480 23,480 51,264 CHF 51,499 CHF 100.00% 100.00%
07/11/2024 0.43% 2.29 CHF 2.30 CHF 22,600 22,600 22,599 22,599 52,292 CHF 52,518 CHF 100.00% 100.00%

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