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% 2.40 CHF 2.41 CHF 35,700 35,700 35,700 35,700 78,562 CHF 78,919 CHF 100.00% 100.00%
19/11/2024 0.40% 2.42 CHF 2.43 CHF 37,500 37,500 37,500 37,500 94,057 CHF 94,432 CHF 100.00% 100.00%
18/11/2024 0.43% 2.30 CHF 2.31 CHF 41,400 41,400 41,400 41,400 95,493 CHF 95,907 CHF 100.00% 100.00%
15/11/2024 0.49% 2.11 CHF 2.12 CHF 44,300 44,300 44,300 44,300 90,012 CHF 90,455 CHF 100.00% 100.00%
14/11/2024 0.50% 1.96 CHF 1.97 CHF 40,100 40,100 40,100 40,100 79,938 CHF 80,339 CHF 100.00% 100.00%
13/11/2024 0.44% 2.18 CHF 2.19 CHF 38,600 38,600 38,600 38,600 86,725 CHF 87,111 CHF 100.00% 100.00%
12/11/2024 0.49% 2.27 CHF 2.28 CHF 46,800 46,800 46,800 46,800 95,430 CHF 95,898 CHF 99.86% 99.86%
11/11/2024 0.54% 1.82 CHF 1.83 CHF 41,300 41,300 41,300 41,300 76,741 CHF 77,154 CHF 99.70% 99.70%
08/11/2024 0.47% 2.12 CHF 2.13 CHF 42,300 42,300 42,300 42,300 89,540 CHF 89,963 CHF 98.81% 98.81%
07/11/2024 0.49% 2.03 CHF 2.04 CHF 42,800 42,800 42,800 42,800 87,450 CHF 87,878 CHF 100.00% 100.00%

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