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 0.51% 1.95 CHF 1.96 CHF 23,000 23,000 22,783 22,783 45,326 CHF 45,554 CHF 100.00% 100.00%
19/11/2024 0.52% 1.95 CHF 1.96 CHF 23,000 23,000 22,780 22,780 43,825 CHF 44,053 CHF 98.77% 98.77%
18/11/2024 0.52% 1.94 CHF 1.95 CHF 23,000 23,000 22,783 22,783 44,540 CHF 44,768 CHF 100.00% 100.00%
15/11/2024 0.50% 1.97 CHF 1.98 CHF 23,000 23,000 23,000 23,000 45,739 CHF 45,969 CHF 71.36% 71.36%
14/11/2024 0.51% 1.96 CHF 1.97 CHF 23,000 23,000 22,783 22,783 44,748 CHF 44,977 CHF 100.00% 100.00%
13/11/2024 0.52% 2.00 CHF 2.01 CHF 23,000 23,000 22,782 22,782 44,541 CHF 44,769 CHF 99.27% 99.27%
12/11/2024 0.51% 1.96 CHF 1.97 CHF 23,000 23,000 22,783 22,783 45,166 CHF 45,394 CHF 100.00% 100.00%
11/11/2024 0.49% 2.03 CHF 2.04 CHF 23,000 23,000 22,261 22,261 45,602 CHF 45,825 CHF 100.00% 100.00%
08/11/2024 0.50% 2.00 CHF 2.01 CHF 23,000 23,000 22,784 22,784 45,558 CHF 45,786 CHF 100.00% 100.00%
07/11/2024 0.51% 1.96 CHF 1.97 CHF 23,000 23,000 22,785 22,785 45,149 CHF 45,378 CHF 100.00% 100.00%

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