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 0.66% 2.33 CHF 2.34 CHF 390,000 390,000 173,985 173,985 405,409 CHF 407,668 CHF 99.89% 99.89%
19/11/2024 0.69% 2.33 CHF 2.34 CHF 390,000 390,000 160,708 160,708 376,820 CHF 378,953 CHF 100.00% 100.00%
18/11/2024 0.47% 2.37 CHF 2.38 CHF 400,000 400,000 179,137 179,137 427,626 CHF 429,518 CHF 99.89% 99.89%
15/11/2024 0.42% 2.40 CHF 2.41 CHF 410,000 410,000 182,376 182,376 439,005 CHF 440,832 CHF 99.90% 99.90%
14/11/2024 0.61% 2.39 CHF 2.40 CHF 400,000 400,000 137,671 137,671 328,732 CHF 330,299 CHF 100.00% 100.00%
13/11/2024 0.66% 2.36 CHF 2.37 CHF 400,000 400,000 175,642 175,642 411,140 CHF 413,415 CHF 100.00% 100.00%
12/11/2024 0.67% 2.33 CHF 2.34 CHF 390,000 390,000 171,626 171,626 396,361 CHF 398,581 CHF 99.85% 99.85%
11/11/2024 0.68% 2.29 CHF 2.30 CHF 380,000 380,000 167,353 167,353 379,968 CHF 382,136 CHF 99.57% 99.57%
08/11/2024 0.69% 2.26 CHF 2.27 CHF 380,000 380,000 170,120 170,120 383,976 CHF 386,177 CHF 99.19% 99.19%
07/11/2024 0.68% 2.26 CHF 2.27 CHF 380,000 380,000 170,345 170,345 387,067 CHF 389,276 CHF 100.00% 100.00%

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