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 0.44% 2.28 CHF 2.29 CHF 100,000 100,000 99,061 99,061 225,577 CHF 226,569 CHF 100.00% 100.00%
19/11/2024 0.45% 2.26 CHF 2.27 CHF 100,000 100,000 99,051 99,051 224,073 CHF 225,065 CHF 98.89% 98.89%
18/11/2024 0.46% 2.22 CHF 2.23 CHF 100,000 100,000 99,064 99,064 219,335 CHF 220,327 CHF 100.00% 100.00%
15/11/2024 0.45% 2.22 CHF 2.23 CHF 100,000 100,000 100,000 100,000 223,011 CHF 224,011 CHF 72.12% 72.12%
14/11/2024 0.44% 2.25 CHF 2.26 CHF 100,000 100,000 99,060 99,060 224,686 CHF 225,677 CHF 100.00% 100.00%
13/11/2024 0.44% 2.29 CHF 2.30 CHF 100,000 100,000 99,059 99,059 228,015 CHF 229,006 CHF 99.82% 99.82%
12/11/2024 0.44% 2.32 CHF 2.33 CHF 100,000 100,000 99,058 99,058 228,382 CHF 229,373 CHF 100.00% 100.00%
11/11/2024 0.45% 2.26 CHF 2.27 CHF 100,000 100,000 99,004 99,004 223,419 CHF 224,410 CHF 100.00% 100.00%
08/11/2024 0.45% 2.28 CHF 2.29 CHF 100,000 100,000 99,062 99,062 222,545 CHF 223,537 CHF 100.00% 100.00%
07/11/2024 0.47% 2.13 CHF 2.14 CHF 100,000 100,000 99,064 99,064 211,429 CHF 212,421 CHF 100.00% 100.00%

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