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 0.35% 2.84 CHF 2.85 CHF 90,000 90,000 90,000 90,000 257,997 CHF 258,897 CHF 100.00% 100.00%
19/11/2024 0.35% 2.88 CHF 2.89 CHF 90,000 90,000 90,000 90,000 254,195 CHF 255,095 CHF 100.00% 100.00%
18/11/2024 0.34% 2.92 CHF 2.93 CHF 90,000 90,000 90,000 90,000 260,820 CHF 261,720 CHF 100.00% 100.00%
15/11/2024 0.35% 2.91 CHF 2.92 CHF 90,000 90,000 90,000 90,000 260,388 CHF 261,288 CHF 100.00% 100.00%
14/11/2024 0.36% 2.80 CHF 2.81 CHF 90,000 90,000 90,925 90,925 252,155 CHF 253,064 CHF 99.33% 99.33%
13/11/2024 0.38% 2.62 CHF 2.63 CHF 95,000 95,000 95,000 95,000 252,555 CHF 253,505 CHF 100.00% 100.00%
12/11/2024 0.36% 2.64 CHF 2.65 CHF 95,000 95,000 90,969 90,969 249,969 CHF 250,879 CHF 100.00% 100.00%
11/11/2024 0.35% 2.85 CHF 2.86 CHF 90,000 90,000 90,000 90,000 258,101 CHF 259,001 CHF 99.93% 99.93%
08/11/2024 0.35% 2.88 CHF 2.89 CHF 90,000 90,000 89,994 89,994 259,140 CHF 260,040 CHF 100.00% 100.00%
07/11/2024 0.33% 3.02 CHF 3.03 CHF 85,000 85,000 85,783 85,783 256,084 CHF 256,942 CHF 100.00% 100.00%

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