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
22/11/2024 0.33% 3.09 CHF 3.10 CHF 265,600 265,600 283,422 283,422 855,683 CHF 858,517 CHF 100.00% 100.00%
20/11/2024 0.40% 2.59 CHF 2.60 CHF 304,100 304,100 316,202 316,202 779,541 CHF 782,703 CHF 100.00% 100.00%
19/11/2024 0.41% 2.41 CHF 2.42 CHF 317,800 317,800 329,682 329,682 808,322 CHF 811,619 CHF 98.78% 98.78%
18/11/2024 0.45% 2.33 CHF 2.34 CHF 331,300 331,300 357,962 357,962 800,190 CHF 803,770 CHF 100.00% 100.00%
15/11/2024 0.48% 2.09 CHF 2.10 CHF 361,500 361,500 365,168 365,168 752,840 CHF 756,491 CHF 100.00% 100.00%
14/11/2024 0.51% 2.08 CHF 2.09 CHF 365,600 365,600 337,496 337,496 665,586 CHF 668,961 CHF 99.91% 99.91%
13/11/2024 0.43% 2.29 CHF 2.30 CHF 333,800 333,800 327,057 327,057 762,882 CHF 766,153 CHF 100.00% 100.00%
12/11/2024 0.44% 2.27 CHF 2.28 CHF 326,200 326,200 312,094 312,094 713,323 CHF 716,444 CHF 100.00% 100.00%
11/11/2024 0.37% 2.38 CHF 2.39 CHF 310,200 310,200 260,761 260,761 702,110 CHF 704,717 CHF 100.00% 100.00%
08/11/2024 0.33% 3.01 CHF 3.02 CHF 254,300 254,300 253,505 253,505 770,824 CHF 773,359 CHF 100.00% 100.00%

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