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 0.49% 2.00 CHF 2.01 CHF 23,000 23,000 22,783 22,783 46,489 CHF 46,717 CHF 100.00% 100.00%
19/11/2024 0.51% 2.00 CHF 2.01 CHF 23,000 23,000 22,780 22,780 44,971 CHF 45,199 CHF 98.77% 98.77%
18/11/2024 0.50% 1.99 CHF 2.00 CHF 23,000 23,000 22,784 22,784 45,707 CHF 45,935 CHF 100.00% 100.00%
15/11/2024 0.49% 2.02 CHF 2.03 CHF 23,000 23,000 23,000 23,000 46,917 CHF 47,147 CHF 71.49% 71.49%
14/11/2024 0.50% 2.01 CHF 2.02 CHF 23,000 23,000 22,783 22,783 45,898 CHF 46,126 CHF 100.00% 100.00%
13/11/2024 0.50% 2.05 CHF 2.06 CHF 23,000 23,000 22,782 22,782 45,695 CHF 45,923 CHF 99.27% 99.27%
12/11/2024 0.50% 2.01 CHF 2.02 CHF 23,000 23,000 22,783 22,783 46,326 CHF 46,554 CHF 100.00% 100.00%
11/11/2024 0.48% 2.08 CHF 2.09 CHF 23,000 23,000 22,258 22,258 46,716 CHF 46,939 CHF 100.00% 100.00%
08/11/2024 0.49% 2.05 CHF 2.06 CHF 23,000 23,000 22,785 22,785 46,735 CHF 46,963 CHF 100.00% 100.00%
07/11/2024 0.50% 2.01 CHF 2.02 CHF 23,000 23,000 22,785 22,785 46,306 CHF 46,534 CHF 100.00% 100.00%

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