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 1.76% 2.73 CHF 2.78 CHF 24,100 24,100 24,253 24,253 68,533 CHF 69,745 CHF 99.45% 99.45%
19/11/2024 1.56% 2.89 CHF 2.94 CHF 24,300 24,300 26,381 26,381 70,868 CHF 71,979 CHF 98.78% 98.78%
18/11/2024 1.68% 2.58 CHF 2.62 CHF 27,000 27,000 29,459 29,459 69,513 CHF 70,691 CHF 98.78% 98.78%
15/11/2024 1.82% 2.20 CHF 2.24 CHF 30,200 30,200 32,248 32,248 70,221 CHF 71,511 CHF 100.00% 100.00%
14/11/2024 2.04% 1.93 CHF 1.97 CHF 32,900 32,900 30,961 30,961 60,046 CHF 61,284 CHF 100.00% 100.00%
13/11/2024 1.89% 2.04 CHF 2.08 CHF 30,400 30,400 28,871 28,871 60,479 CHF 61,634 CHF 100.00% 100.00%
12/11/2024 2.13% 2.07 CHF 2.11 CHF 28,400 28,400 26,745 26,745 59,276 CHF 60,553 CHF 99.82% 99.82%
11/11/2024 1.99% 2.44 CHF 2.49 CHF 26,300 26,300 24,935 24,935 62,125 CHF 63,372 CHF 99.74% 99.74%
08/11/2024 1.88% 2.51 CHF 2.56 CHF 24,500 24,500 23,426 23,426 61,864 CHF 63,035 CHF 99.94% 99.94%
07/11/2024 1.67% 2.97 CHF 3.02 CHF 23,100 23,100 22,794 22,794 67,871 CHF 69,010 CHF 99.69% 99.69%

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