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 0.37% 2.57 CHF 2.58 CHF 25,700 25,700 25,565 25,565 68,755 CHF 69,010 CHF 100.00% 100.00%
19/11/2024 0.39% 2.65 CHF 2.66 CHF 26,600 26,600 26,560 26,560 68,604 CHF 68,870 CHF 100.00% 100.00%
18/11/2024 0.37% 2.64 CHF 2.65 CHF 28,700 28,700 28,477 28,477 76,497 CHF 76,782 CHF 100.00% 100.00%
15/11/2024 0.40% 2.48 CHF 2.49 CHF 29,900 29,900 29,438 29,438 74,224 CHF 74,518 CHF 100.00% 100.00%
14/11/2024 0.45% 2.44 CHF 2.45 CHF 34,600 34,600 35,220 35,220 77,776 CHF 78,128 CHF 99.35% 99.35%
13/11/2024 0.48% 2.00 CHF 2.01 CHF 31,100 31,100 30,790 30,790 64,036 CHF 64,343 CHF 100.00% 100.00%
12/11/2024 0.38% 2.34 CHF 2.35 CHF 28,300 28,300 27,962 27,962 73,045 CHF 73,325 CHF 100.00% 100.00%
11/11/2024 0.40% 2.60 CHF 2.61 CHF 28,700 28,700 28,775 28,775 72,202 CHF 72,490 CHF 99.93% 99.93%
08/11/2024 0.85% 2.31 CHF 2.33 CHF 22,300 22,300 22,172 22,172 52,189 CHF 52,633 CHF 99.40% 99.40%

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