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 1.60% 2.03 CHF 2.06 CHF 35,100 35,100 32,706 32,706 60,919 CHF 61,900 CHF 100.00% 100.00%
19/11/2024 1.39% 2.03 CHF 2.06 CHF 35,500 35,500 35,500 35,500 75,928 CHF 76,993 CHF 99.84% 99.84%
18/11/2024 1.43% 2.07 CHF 2.10 CHF 38,700 38,700 38,140 38,140 76,856 CHF 77,958 CHF 100.00% 100.00%
15/11/2024 1.58% 1.95 CHF 1.98 CHF 32,500 32,500 33,198 33,198 62,942 CHF 63,938 CHF 100.00% 100.00%
14/11/2024 0.99% 2.03 CHF 2.05 CHF 39,800 39,800 39,494 39,494 79,293 CHF 80,082 CHF 100.00% 100.00%
13/11/2024 1.45% 1.86 CHF 1.89 CHF 32,000 32,000 33,684 33,684 69,472 CHF 70,483 CHF 100.00% 100.00%
12/11/2024 1.01% 2.06 CHF 2.08 CHF 41,400 41,400 38,905 38,905 77,072 CHF 77,850 CHF 99.86% 99.86%
11/11/2024 1.72% 1.81 CHF 1.84 CHF 34,100 34,100 34,100 34,100 58,939 CHF 59,962 CHF 100.00% 100.00%
08/11/2024 1.55% 1.94 CHF 1.97 CHF 31,900 31,900 31,900 31,900 61,268 CHF 62,225 CHF 98.88% 98.88%
07/11/2024 1.49% 2.09 CHF 2.12 CHF 33,800 33,800 32,106 32,106 64,290 CHF 65,253 CHF 100.00% 100.00%

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