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 0.48% 2.08 CHF 2.09 CHF 43,000 43,000 42,491 42,491 87,906 CHF 88,331 CHF 100.00% 100.00%
19/11/2024 0.48% 2.06 CHF 2.07 CHF 42,000 42,000 42,740 42,740 88,498 CHF 88,925 CHF 100.00% 100.00%
18/11/2024 0.49% 2.03 CHF 2.04 CHF 42,000 42,000 41,908 41,908 84,893 CHF 85,312 CHF 100.00% 100.00%
15/11/2024 0.50% 2.02 CHF 2.03 CHF 42,000 42,000 41,303 41,303 83,178 CHF 83,592 CHF 100.00% 100.00%
14/11/2024 0.49% 2.03 CHF 2.04 CHF 42,000 42,000 42,134 42,134 86,376 CHF 86,798 CHF 100.00% 100.00%
13/11/2024 0.49% 2.05 CHF 2.06 CHF 42,000 42,000 42,000 42,000 85,849 CHF 86,269 CHF 100.00% 100.00%
12/11/2024 0.50% 2.03 CHF 2.04 CHF 42,000 42,000 41,327 41,327 83,138 CHF 83,551 CHF 99.87% 99.87%
11/11/2024 0.52% 1.91 CHF 1.92 CHF 40,000 40,000 39,983 39,983 76,273 CHF 76,673 CHF 99.67% 99.67%
08/11/2024 0.52% 1.94 CHF 1.95 CHF 40,000 40,000 39,992 39,992 76,840 CHF 77,240 CHF 98.77% 98.77%
07/11/2024 0.54% 1.86 CHF 1.87 CHF 39,000 39,000 38,842 38,842 72,055 CHF 72,443 CHF 99.44% 99.44%

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