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
25/11/2024 0.81% 2.17 CHF 2.18 CHF 56,000 56,000 24,859 24,859 54,462 CHF 54,837 CHF 100.00% 100.00%
22/11/2024 0.85% 2.15 CHF 2.16 CHF 56,000 56,000 25,651 25,651 54,309 CHF 54,700 CHF 99.64% 99.64%
20/11/2024 0.91% 1.97 CHF 1.98 CHF 58,000 58,000 26,197 26,197 51,550 CHF 51,949 CHF 99.06% 99.06%
19/11/2024 0.92% 1.96 CHF 1.97 CHF 58,000 58,000 26,257 26,257 51,501 CHF 51,901 CHF 100.00% 100.00%
18/11/2024 0.87% 2.03 CHF 2.04 CHF 57,000 57,000 25,888 25,888 53,070 CHF 53,464 CHF 99.87% 99.87%
15/11/2024 0.89% 2.06 CHF 2.07 CHF 57,000 57,000 26,024 26,024 52,602 CHF 53,000 CHF 99.72% 99.72%
14/11/2024 0.86% 2.09 CHF 2.10 CHF 57,000 57,000 25,347 25,347 53,458 CHF 53,842 CHF 98.61% 98.61%
13/11/2024 0.87% 2.14 CHF 2.15 CHF 56,000 56,000 25,777 25,777 53,823 CHF 54,215 CHF 100.00% 100.00%
12/11/2024 0.84% 2.07 CHF 2.08 CHF 57,000 57,000 25,590 25,590 54,148 CHF 54,536 CHF 99.88% 99.88%
11/11/2024 0.87% 2.12 CHF 2.13 CHF 57,000 57,000 25,419 25,419 53,773 CHF 54,162 CHF 99.76% 99.76%

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