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% 2.58 CHF 2.59 CHF 870,200 870,200 870,200 870,200 2,348,830 CHF 2,357,530 CHF 100.00% 100.00%
19/11/2024 0.39% 2.60 CHF 2.61 CHF 828,300 828,300 828,300 828,300 2,106,660 CHF 2,114,940 CHF 100.00% 100.00%
18/11/2024 0.36% 2.79 CHF 2.80 CHF 819,900 819,900 819,900 819,900 2,280,530 CHF 2,288,730 CHF 100.00% 100.00%
15/11/2024 0.35% 2.82 CHF 2.83 CHF 803,500 803,500 803,500 803,500 2,304,130 CHF 2,312,160 CHF 100.00% 100.00%
14/11/2024 0.35% 2.91 CHF 2.92 CHF 879,000 879,000 879,000 879,000 2,527,200 CHF 2,535,990 CHF 100.00% 100.00%
13/11/2024 0.38% 2.58 CHF 2.59 CHF 868,400 868,400 868,400 868,400 2,277,930 CHF 2,286,610 CHF 100.00% 100.00%
12/11/2024 0.34% 2.65 CHF 2.66 CHF 735,200 735,200 735,200 735,200 2,154,640 CHF 2,162,000 CHF 100.00% 100.00%
11/11/2024 0.31% 3.23 CHF 3.24 CHF 795,300 795,300 795,300 795,300 2,577,470 CHF 2,585,420 CHF 100.00% 100.00%
08/11/2024 0.34% 2.93 CHF 2.94 CHF 752,100 752,100 752,100 752,100 2,229,310 CHF 2,236,830 CHF 100.00% 100.00%
07/11/2024 0.32% 3.17 CHF 3.18 CHF 839,400 839,400 839,400 839,400 2,588,030 CHF 2,596,430 CHF 99.68% 99.68%

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