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 0.40% 2.53 CHF 2.54 CHF 90,000 90,000 90,000 90,000 225,321 CHF 226,221 CHF 100.00% 100.00%
20/11/2024 0.40% 2.50 CHF 2.51 CHF 90,000 90,000 90,000 90,000 226,994 CHF 227,894 CHF 100.00% 100.00%
19/11/2024 0.40% 2.54 CHF 2.55 CHF 90,000 90,000 90,000 90,000 223,172 CHF 224,072 CHF 100.00% 100.00%
18/11/2024 0.39% 2.57 CHF 2.58 CHF 90,000 90,000 90,000 90,000 229,552 CHF 230,452 CHF 100.00% 100.00%
15/11/2024 0.39% 2.56 CHF 2.57 CHF 90,000 90,000 90,000 90,000 229,209 CHF 230,109 CHF 100.00% 100.00%
14/11/2024 0.41% 2.45 CHF 2.46 CHF 90,000 90,000 90,924 90,924 220,778 CHF 221,687 CHF 99.34% 99.34%
13/11/2024 0.43% 2.28 CHF 2.29 CHF 95,000 95,000 95,000 95,000 219,849 CHF 220,799 CHF 100.00% 100.00%
12/11/2024 0.42% 2.29 CHF 2.30 CHF 95,000 95,000 90,969 90,969 218,550 CHF 219,459 CHF 100.00% 100.00%
11/11/2024 0.40% 2.51 CHF 2.52 CHF 90,000 90,000 90,000 90,000 226,938 CHF 227,838 CHF 99.93% 99.93%
08/11/2024 0.39% 2.54 CHF 2.55 CHF 90,000 90,000 89,994 89,994 227,863 CHF 228,763 CHF 100.00% 100.00%

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