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
22/11/2024 0.91% 2.16 CHF 2.18 CHF 96,000 96,000 95,101 95,101 208,088 CHF 209,990 CHF 100.00% 100.00%
20/11/2024 0.94% 2.12 CHF 2.14 CHF 96,000 96,000 96,275 96,275 203,926 CHF 205,851 CHF 100.00% 100.00%
19/11/2024 0.98% 2.08 CHF 2.10 CHF 97,000 97,000 97,924 97,924 199,593 CHF 201,552 CHF 99.89% 99.89%
18/11/2024 0.97% 2.04 CHF 2.06 CHF 98,000 98,000 97,903 97,903 199,974 CHF 201,932 CHF 100.00% 100.00%
15/11/2024 0.89% 2.06 CHF 2.08 CHF 97,000 97,000 94,153 94,153 211,590 CHF 213,473 CHF 100.00% 100.00%
14/11/2024 0.79% 2.52 CHF 2.54 CHF 90,000 90,000 89,816 89,816 225,360 CHF 227,156 CHF 100.00% 100.00%
13/11/2024 0.81% 2.51 CHF 2.53 CHF 90,000 90,000 90,469 90,469 223,414 CHF 225,223 CHF 100.00% 100.00%
12/11/2024 0.79% 2.55 CHF 2.57 CHF 89,000 89,000 89,469 89,469 226,591 CHF 228,381 CHF 99.93% 99.93%
11/11/2024 0.80% 2.48 CHF 2.50 CHF 90,000 90,000 90,078 90,078 225,184 CHF 226,985 CHF 100.00% 100.00%
08/11/2024 0.82% 2.44 CHF 2.46 CHF 91,000 91,000 91,382 91,382 220,727 CHF 222,555 CHF 98.94% 98.94%

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