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% 2.68 CHF 2.69 CHF 300,000 300,000 300,000 300,000 807,860 CHF 810,860 CHF 99.08% 99.08%
19/11/2024 0.38% 2.65 CHF 2.66 CHF 300,000 300,000 300,000 300,000 784,531 CHF 787,531 CHF 98.69% 98.69%
18/11/2024 0.37% 2.64 CHF 2.65 CHF 300,000 300,000 300,000 300,000 817,801 CHF 820,801 CHF 98.67% 98.67%
15/11/2024 0.36% 2.80 CHF 2.81 CHF 300,000 300,000 300,000 300,000 838,919 CHF 841,919 CHF 99.03% 99.03%
14/11/2024 0.34% 2.83 CHF 2.84 CHF 300,000 300,000 300,000 300,000 875,662 CHF 878,662 CHF 98.96% 98.96%
13/11/2024 0.37% 2.75 CHF 2.76 CHF 300,000 300,000 300,000 300,000 812,865 CHF 815,865 CHF 98.83% 98.83%
12/11/2024 0.36% 2.78 CHF 2.79 CHF 300,000 300,000 300,000 300,000 838,937 CHF 841,937 CHF 98.50% 98.50%
11/11/2024 0.38% 2.79 CHF 2.80 CHF 300,000 300,000 300,000 300,000 796,639 CHF 799,639 CHF 98.85% 98.85%
08/11/2024 0.39% 2.57 CHF 2.58 CHF 300,000 300,000 300,000 300,000 760,705 CHF 763,705 CHF 98.93% 98.93%
07/11/2024 0.39% 2.48 CHF 2.49 CHF 300,000 300,000 300,000 300,000 774,357 CHF 777,357 CHF 98.69% 98.69%

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