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 0.36% 2.83 CHF 2.84 CHF 110,000 110,000 107,595 107,595 301,700 CHF 302,776 CHF 99.47% 99.47%
19/11/2024 0.37% 2.73 CHF 2.74 CHF 106,000 106,000 104,329 104,329 283,015 CHF 284,058 CHF 100.00% 100.00%
18/11/2024 0.38% 2.67 CHF 2.68 CHF 102,000 102,000 101,503 101,503 268,883 CHF 269,898 CHF 100.00% 100.00%
15/11/2024 0.38% 2.64 CHF 2.65 CHF 102,000 102,000 101,238 101,238 267,391 CHF 268,403 CHF 100.00% 100.00%
14/11/2024 0.37% 2.64 CHF 2.65 CHF 102,000 102,000 101,976 101,976 271,920 CHF 272,940 CHF 99.39% 99.39%
13/11/2024 0.37% 2.68 CHF 2.69 CHF 104,000 104,000 102,066 102,066 271,712 CHF 272,733 CHF 100.00% 100.00%
12/11/2024 0.40% 2.63 CHF 2.64 CHF 102,000 102,000 97,893 97,893 252,100 CHF 253,081 CHF 100.00% 100.00%
11/11/2024 0.39% 2.58 CHF 2.59 CHF 100,000 100,000 99,372 99,372 257,562 CHF 258,556 CHF 99.24% 99.24%
08/11/2024 0.39% 2.58 CHF 2.59 CHF 100,000 100,000 99,273 99,273 257,334 CHF 258,327 CHF 100.00% 100.00%
07/11/2024 0.39% 2.53 CHF 2.54 CHF 96,000 96,000 97,353 97,353 249,757 CHF 250,731 CHF 99.40% 99.40%

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