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 0.35% 2.92 CHF 2.93 CHF 104,000 104,000 102,740 102,740 293,234 CHF 294,261 CHF 100.00% 100.00%
19/11/2024 0.35% 2.87 CHF 2.88 CHF 103,000 103,000 102,765 102,765 291,798 CHF 292,825 CHF 100.00% 100.00%
18/11/2024 0.34% 2.84 CHF 2.85 CHF 102,000 102,000 103,166 103,166 299,182 CHF 300,214 CHF 100.00% 100.00%
15/11/2024 0.38% 2.74 CHF 2.75 CHF 100,000 100,000 98,716 98,716 262,269 CHF 263,256 CHF 100.00% 100.00%
14/11/2024 0.40% 2.45 CHF 2.46 CHF 96,000 96,000 96,674 96,674 243,087 CHF 244,054 CHF 100.00% 100.00%
13/11/2024 0.35% 2.86 CHF 2.87 CHF 103,000 103,000 102,417 102,417 293,826 CHF 294,850 CHF 100.00% 100.00%
12/11/2024 0.37% 2.81 CHF 2.82 CHF 102,000 102,000 100,023 100,023 277,603 CHF 278,606 CHF 100.00% 100.00%
11/11/2024 0.35% 2.82 CHF 2.83 CHF 102,000 102,000 101,337 101,337 285,350 CHF 286,363 CHF 100.00% 100.00%
08/11/2024 0.34% 2.92 CHF 2.93 CHF 103,000 103,000 102,718 102,718 298,598 CHF 299,625 CHF 100.00% 100.00%
07/11/2024 0.34% 2.90 CHF 2.91 CHF 102,000 102,000 102,628 102,628 301,184 CHF 302,210 CHF 100.00% 100.00%

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