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 0.40% 2.55 CHF 2.56 CHF 258,500 258,500 280,823 280,823 694,777 CHF 697,586 CHF 100.00% 100.00%
20/11/2024 0.51% 2.07 CHF 2.08 CHF 307,100 307,100 322,824 322,824 632,434 CHF 635,663 CHF 100.00% 100.00%
19/11/2024 0.51% 1.91 CHF 1.92 CHF 324,900 324,900 340,566 340,566 663,730 CHF 667,136 CHF 98.78% 98.78%
18/11/2024 0.57% 1.84 CHF 1.85 CHF 342,700 342,700 378,103 378,103 661,870 CHF 665,651 CHF 100.00% 100.00%
15/11/2024 0.63% 1.62 CHF 1.63 CHF 382,800 382,800 387,720 387,720 618,044 CHF 621,922 CHF 100.00% 100.00%
14/11/2024 0.66% 1.62 CHF 1.63 CHF 388,300 388,300 350,032 350,032 526,947 CHF 530,447 CHF 99.91% 99.91%
13/11/2024 0.54% 1.82 CHF 1.83 CHF 345,000 345,000 336,038 336,038 625,665 CHF 629,025 CHF 100.00% 100.00%
12/11/2024 0.55% 1.81 CHF 1.82 CHF 334,900 334,900 316,207 316,207 575,479 CHF 578,641 CHF 100.00% 100.00%
11/11/2024 0.44% 1.92 CHF 1.93 CHF 313,700 313,700 249,402 249,390 560,780 CHF 563,250 CHF 100.00% 100.00%
08/11/2024 0.38% 2.59 CHF 2.60 CHF 241,000 241,000 240,116 240,114 632,497 CHF 634,893 CHF 100.00% 100.00%

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