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 0.37% 2.63 CHF 2.64 CHF 160,000 160,000 159,678 159,678 425,041 CHF 426,638 CHF 99.47% 99.47%
19/11/2024 0.38% 2.61 CHF 2.62 CHF 164,000 164,000 162,720 162,720 424,313 CHF 425,940 CHF 99.41% 99.41%
18/11/2024 0.37% 2.70 CHF 2.71 CHF 160,000 160,000 159,340 159,340 428,346 CHF 429,939 CHF 99.89% 99.89%
15/11/2024 0.37% 2.67 CHF 2.68 CHF 160,000 160,000 159,340 159,340 425,533 CHF 427,127 CHF 100.00% 100.00%
14/11/2024 0.38% 2.66 CHF 2.67 CHF 160,000 160,000 161,294 161,294 422,859 CHF 424,472 CHF 98.63% 98.63%
13/11/2024 0.38% 2.54 CHF 2.55 CHF 164,000 164,000 162,907 162,907 423,069 CHF 424,698 CHF 100.00% 100.00%
12/11/2024 0.38% 2.60 CHF 2.61 CHF 164,000 164,000 159,819 159,819 424,588 CHF 426,186 CHF 99.88% 99.88%
11/11/2024 0.38% 2.70 CHF 2.71 CHF 160,000 160,000 159,796 159,796 423,278 CHF 424,876 CHF 100.00% 100.00%
08/11/2024 0.39% 2.55 CHF 2.56 CHF 164,000 164,000 162,819 162,819 419,850 CHF 421,478 CHF 98.50% 98.50%
07/11/2024 0.37% 2.69 CHF 2.70 CHF 160,000 160,000 156,112 156,112 425,358 CHF 426,920 CHF 100.00% 100.00%

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