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
28/11/2024 0.45% 2.24 CHF 2.25 CHF 34,000 34,000 34,066 34,066 74,997 CHF 75,338 CHF 99.93% 99.93%
27/11/2024 0.48% 2.09 CHF 2.10 CHF 35,000 35,000 35,000 35,000 73,468 CHF 73,818 CHF 100.00% 100.00%
26/11/2024 0.47% 2.08 CHF 2.09 CHF 35,000 35,000 35,000 35,000 74,064 CHF 74,414 CHF 100.00% 100.00%
25/11/2024 0.47% 2.14 CHF 2.15 CHF 35,000 35,000 34,987 34,987 74,468 CHF 74,818 CHF 100.00% 100.00%
22/11/2024 0.50% 2.01 CHF 2.02 CHF 36,000 36,000 35,801 35,801 71,446 CHF 71,804 CHF 99.64% 99.64%
20/11/2024 0.57% 1.70 CHF 1.71 CHF 38,000 38,000 37,222 37,222 64,935 CHF 65,307 CHF 99.44% 99.44%
19/11/2024 0.63% 1.62 CHF 1.63 CHF 38,000 38,000 38,196 38,196 60,626 CHF 61,008 CHF 100.00% 100.00%
18/11/2024 0.57% 1.71 CHF 1.72 CHF 38,000 38,000 37,149 37,149 65,509 CHF 65,881 CHF 99.88% 99.88%
15/11/2024 0.56% 1.81 CHF 1.82 CHF 37,000 37,000 37,000 37,000 66,145 CHF 66,515 CHF 100.00% 100.00%
14/11/2024 0.56% 1.79 CHF 1.80 CHF 37,000 37,000 37,000 37,000 65,828 CHF 66,198 CHF 98.58% 98.58%

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