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 0.45% 2.34 CHF 2.37 CHF 17,000 17,000 106,235 106,235 252,752 CHF 253,825 CHF 98.90% 98.90%
19/11/2024 0.42% 2.42 CHF 2.45 CHF 17,000 17,000 109,989 109,989 277,133 CHF 278,244 CHF 98.75% 98.75%
18/11/2024 0.42% 2.54 CHF 2.57 CHF 18,000 18,000 109,137 109,137 276,492 CHF 277,594 CHF 98.94% 98.94%
15/11/2024 0.43% 2.48 CHF 2.51 CHF 17,000 17,000 106,821 106,821 261,324 CHF 262,403 CHF 98.94% 98.94%
14/11/2024 0.47% 2.26 CHF 2.29 CHF 16,000 16,000 103,250 103,250 233,009 CHF 234,051 CHF 98.85% 98.85%
13/11/2024 0.46% 2.21 CHF 2.24 CHF 16,000 16,000 103,244 103,244 236,102 CHF 237,145 CHF 98.87% 98.87%
12/11/2024 0.47% 2.28 CHF 2.31 CHF 16,000 16,000 103,312 103,312 235,147 CHF 236,190 CHF 98.77% 98.77%
11/11/2024 0.48% 2.14 CHF 2.17 CHF 16,000 16,000 101,255 101,255 222,614 CHF 223,637 CHF 98.90% 98.90%
08/11/2024 0.46% 2.29 CHF 2.32 CHF 16,000 16,000 104,247 104,247 243,065 CHF 244,118 CHF 97.83% 97.83%
07/11/2024 0.44% 2.38 CHF 2.41 CHF 17,000 17,000 104,751 104,751 250,365 CHF 251,422 CHF 98.90% 98.90%

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