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 0.35% 2.87 CHF 2.88 CHF 80,000 80,000 79,195 79,195 231,613 CHF 232,406 CHF 100.00% 100.00%
19/11/2024 0.37% 2.80 CHF 2.81 CHF 80,000 80,000 79,195 79,195 216,684 CHF 217,477 CHF 100.00% 100.00%
18/11/2024 0.37% 2.77 CHF 2.78 CHF 80,000 80,000 79,196 79,196 216,499 CHF 217,292 CHF 100.00% 100.00%
15/11/2024 0.38% 2.68 CHF 2.69 CHF 80,000 80,000 76,820 76,820 210,924 CHF 211,695 CHF 89.29% 89.29%
14/11/2024 0.37% 2.84 CHF 2.85 CHF 80,000 80,000 78,338 78,338 221,148 CHF 221,933 CHF 93.30% 93.30%
13/11/2024 0.37% 2.79 CHF 2.80 CHF 80,000 80,000 79,195 79,195 217,719 CHF 218,511 CHF 100.00% 100.00%
12/11/2024 0.35% 2.88 CHF 2.89 CHF 80,000 80,000 79,091 79,091 229,522 CHF 230,313 CHF 99.76% 99.76%
11/11/2024 0.34% 2.92 CHF 2.93 CHF 80,000 80,000 79,195 79,195 235,802 CHF 236,595 CHF 100.00% 100.00%
08/11/2024 0.37% 2.92 CHF 2.93 CHF 80,000 80,000 76,905 76,905 224,761 CHF 225,550 CHF 94.26% 94.26%
07/11/2024 0.37% 2.88 CHF 2.89 CHF 80,000 80,000 78,250 78,250 218,597 CHF 219,381 CHF 92.48% 92.48%

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