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 0.87% 2.06 CHF 2.07 CHF 58,000 58,000 26,295 26,295 53,934 CHF 54,333 CHF 99.34% 99.34%
19/11/2024 0.88% 2.05 CHF 2.06 CHF 58,000 58,000 26,257 26,257 53,704 CHF 54,104 CHF 100.00% 100.00%
18/11/2024 0.84% 2.11 CHF 2.12 CHF 57,000 57,000 25,877 25,877 55,224 CHF 55,617 CHF 99.80% 99.80%
15/11/2024 0.86% 2.15 CHF 2.16 CHF 57,000 57,000 26,025 26,025 54,795 CHF 55,193 CHF 99.72% 99.72%
14/11/2024 0.82% 2.17 CHF 2.18 CHF 57,000 57,000 25,347 25,347 55,590 CHF 55,973 CHF 98.56% 98.56%
13/11/2024 0.84% 2.22 CHF 2.23 CHF 56,000 56,000 25,776 25,776 55,963 CHF 56,356 CHF 100.00% 100.00%
12/11/2024 0.81% 2.16 CHF 2.17 CHF 57,000 57,000 25,591 25,591 56,268 CHF 56,656 CHF 99.88% 99.88%
11/11/2024 0.84% 2.21 CHF 2.22 CHF 57,000 57,000 25,462 25,462 55,958 CHF 56,347 CHF 99.90% 99.90%
08/11/2024 0.88% 2.13 CHF 2.14 CHF 58,000 58,000 26,491 26,491 54,624 CHF 55,026 CHF 99.02% 99.02%
07/11/2024 0.84% 2.06 CHF 2.07 CHF 59,000 59,000 26,261 26,261 55,845 CHF 56,244 CHF 100.00% 100.00%

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