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 0.86% 2.30 CHF 2.32 CHF 96,000 96,000 95,101 95,101 221,259 CHF 223,161 CHF 100.00% 100.00%
20/11/2024 0.88% 2.26 CHF 2.28 CHF 96,000 96,000 96,275 96,275 217,352 CHF 219,278 CHF 100.00% 100.00%
19/11/2024 0.91% 2.22 CHF 2.24 CHF 97,000 97,000 97,924 97,924 213,321 CHF 215,279 CHF 99.91% 99.91%
18/11/2024 0.91% 2.18 CHF 2.20 CHF 98,000 98,000 97,903 97,903 213,689 CHF 215,647 CHF 100.00% 100.00%
15/11/2024 0.84% 2.20 CHF 2.22 CHF 97,000 97,000 94,152 94,152 224,559 CHF 226,442 CHF 100.00% 100.00%
14/11/2024 0.75% 2.65 CHF 2.67 CHF 90,000 90,000 89,816 89,816 237,447 CHF 239,243 CHF 100.00% 100.00%
13/11/2024 0.77% 2.65 CHF 2.67 CHF 90,000 90,000 90,469 90,469 235,607 CHF 237,417 CHF 100.00% 100.00%
12/11/2024 0.75% 2.68 CHF 2.70 CHF 89,000 89,000 89,469 89,469 238,637 CHF 240,427 CHF 99.92% 99.92%
11/11/2024 0.76% 2.62 CHF 2.64 CHF 90,000 90,000 90,078 90,078 237,264 CHF 239,066 CHF 100.00% 100.00%
08/11/2024 0.78% 2.58 CHF 2.60 CHF 91,000 91,000 91,382 91,382 233,109 CHF 234,937 CHF 98.96% 98.96%

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