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 0.37% 2.75 CHF 2.76 CHF 10,410 10,410 10,215 10,215 27,614 CHF 27,716 CHF 100.00% 100.00%
19/11/2024 0.37% 2.78 CHF 2.79 CHF 10,440 10,440 10,316 10,316 28,417 CHF 28,521 CHF 98.77% 98.77%
18/11/2024 0.38% 2.64 CHF 2.65 CHF 10,180 10,180 10,139 10,139 27,053 CHF 27,154 CHF 100.00% 100.00%
15/11/2024 0.38% 2.67 CHF 2.68 CHF 10,240 10,240 10,203 10,203 27,103 CHF 27,205 CHF 71.88% 71.88%
14/11/2024 0.37% 2.68 CHF 2.69 CHF 10,240 10,240 10,228 10,228 27,796 CHF 27,899 CHF 100.00% 100.00%
13/11/2024 0.36% 2.78 CHF 2.79 CHF 10,450 10,450 10,361 10,361 28,923 CHF 29,027 CHF 99.46% 99.46%
12/11/2024 0.37% 2.84 CHF 2.85 CHF 10,570 10,570 10,211 10,211 27,673 CHF 27,775 CHF 100.00% 100.00%
11/11/2024 0.40% 2.56 CHF 2.57 CHF 10,010 10,010 9,861 9,861 24,851 CHF 24,950 CHF 100.00% 100.00%
08/11/2024 0.40% 2.57 CHF 2.58 CHF 10,030 10,030 9,890 9,890 25,144 CHF 25,243 CHF 100.00% 100.00%
07/11/2024 0.42% 2.35 CHF 2.36 CHF 9,640 9,640 9,661 9,661 23,360 CHF 23,457 CHF 100.00% 100.00%

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