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 0.50% 1.98 CHF 1.99 CHF 113,000 113,000 112,300 112,300 224,934 CHF 226,057 CHF 99.48% 99.48%
19/11/2024 0.50% 1.97 CHF 1.98 CHF 113,000 113,000 112,951 112,951 223,854 CHF 224,984 CHF 100.00% 100.00%
18/11/2024 0.51% 2.00 CHF 2.01 CHF 113,000 113,000 112,997 112,997 223,194 CHF 224,324 CHF 99.89% 99.89%
15/11/2024 0.51% 1.97 CHF 1.98 CHF 113,000 113,000 113,673 113,673 222,217 CHF 223,354 CHF 100.00% 100.00%
14/11/2024 0.52% 1.94 CHF 1.95 CHF 114,000 114,000 114,611 114,611 218,546 CHF 219,692 CHF 98.61% 98.61%
13/11/2024 0.54% 1.87 CHF 1.88 CHF 115,000 115,000 115,517 115,517 215,247 CHF 216,402 CHF 100.00% 100.00%
12/11/2024 0.54% 1.82 CHF 1.83 CHF 117,000 117,000 115,585 115,585 215,035 CHF 216,191 CHF 99.88% 99.88%
11/11/2024 0.52% 1.92 CHF 1.93 CHF 114,000 114,000 114,635 114,635 219,001 CHF 220,147 CHF 100.00% 100.00%
08/11/2024 0.54% 1.84 CHF 1.85 CHF 116,000 116,000 115,899 115,899 214,616 CHF 215,775 CHF 98.29% 98.29%
07/11/2024 0.52% 1.90 CHF 1.91 CHF 115,000 115,000 114,549 114,549 219,224 CHF 220,369 CHF 100.00% 100.00%

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