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 0.72% 2.51 CHF 2.52 CHF 58,000 58,000 26,293 26,293 65,971 CHF 66,371 CHF 99.32% 99.32%
19/11/2024 0.72% 2.50 CHF 2.51 CHF 58,000 58,000 26,257 26,257 65,678 CHF 66,078 CHF 100.00% 100.00%
18/11/2024 0.69% 2.57 CHF 2.58 CHF 57,000 57,000 25,876 25,876 67,070 CHF 67,464 CHF 99.80% 99.80%
15/11/2024 0.70% 2.61 CHF 2.62 CHF 57,000 57,000 26,024 26,024 66,733 CHF 67,131 CHF 99.72% 99.72%
14/11/2024 0.68% 2.63 CHF 2.64 CHF 57,000 57,000 25,346 25,346 67,219 CHF 67,602 CHF 98.60% 98.60%
13/11/2024 0.69% 2.68 CHF 2.69 CHF 56,000 56,000 25,776 25,776 67,724 CHF 68,116 CHF 100.00% 100.00%
12/11/2024 0.67% 2.61 CHF 2.62 CHF 57,000 57,000 25,583 25,583 67,905 CHF 68,293 CHF 99.89% 99.89%
11/11/2024 0.70% 2.66 CHF 2.67 CHF 57,000 57,000 25,462 25,462 67,512 CHF 67,901 CHF 99.90% 99.90%
08/11/2024 0.72% 2.59 CHF 2.60 CHF 58,000 58,000 26,491 26,491 66,546 CHF 66,948 CHF 99.02% 99.02%
07/11/2024 0.69% 2.51 CHF 2.52 CHF 59,000 59,000 26,261 26,261 67,687 CHF 68,086 CHF 100.00% 100.00%

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