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 0.40% 2.59 CHF 2.62 CHF 17,000 17,000 106,235 106,235 280,113 CHF 281,186 CHF 98.90% 98.90%
19/11/2024 0.38% 2.68 CHF 2.71 CHF 17,000 17,000 109,989 109,989 305,392 CHF 306,503 CHF 98.73% 98.73%
18/11/2024 0.38% 2.80 CHF 2.83 CHF 18,000 18,000 109,137 109,137 304,652 CHF 305,754 CHF 98.94% 98.94%
15/11/2024 0.39% 2.74 CHF 2.77 CHF 17,000 17,000 106,822 106,822 288,930 CHF 290,009 CHF 98.94% 98.94%
14/11/2024 0.42% 2.52 CHF 2.55 CHF 16,000 16,000 103,250 103,250 259,632 CHF 260,675 CHF 98.85% 98.85%
13/11/2024 0.42% 2.47 CHF 2.50 CHF 16,000 16,000 103,244 103,244 262,793 CHF 263,835 CHF 98.87% 98.87%
12/11/2024 0.42% 2.54 CHF 2.57 CHF 16,000 16,000 103,312 103,312 261,764 CHF 262,807 CHF 98.74% 98.74%
11/11/2024 0.43% 2.40 CHF 2.43 CHF 16,000 16,000 101,255 101,255 248,762 CHF 249,784 CHF 98.90% 98.90%
08/11/2024 0.41% 2.55 CHF 2.58 CHF 16,000 16,000 104,245 104,245 270,054 CHF 271,107 CHF 97.77% 97.77%
07/11/2024 0.40% 2.63 CHF 2.66 CHF 17,000 17,000 104,752 104,752 277,594 CHF 278,652 CHF 98.90% 98.90%

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