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 0.33% 2.97 CHF 2.98 CHF 500,000 500,000 500,000 500,000 1,495,190 CHF 1,500,190 CHF 100.00% 100.00%
19/11/2024 0.34% 2.92 CHF 2.93 CHF 500,000 500,000 500,000 500,000 1,462,500 CHF 1,467,500 CHF 99.66% 99.66%
18/11/2024 0.35% 2.94 CHF 2.95 CHF 500,000 500,000 500,000 500,000 1,409,650 CHF 1,414,650 CHF 100.00% 100.00%
15/11/2024 0.35% 2.90 CHF 2.91 CHF 500,000 500,000 500,000 500,000 1,428,210 CHF 1,433,210 CHF 100.00% 100.00%
14/11/2024 0.34% 2.92 CHF 2.93 CHF 500,000 500,000 500,000 500,000 1,460,050 CHF 1,465,050 CHF 99.79% 99.79%
13/11/2024 0.35% 2.85 CHF 2.86 CHF 500,000 500,000 500,000 500,000 1,424,520 CHF 1,429,520 CHF 100.00% 100.00%
12/11/2024 0.35% 2.82 CHF 2.83 CHF 500,000 500,000 500,000 500,000 1,438,340 CHF 1,443,340 CHF 100.00% 100.00%
11/11/2024 0.34% 2.83 CHF 2.84 CHF 500,000 500,000 500,000 500,000 1,462,630 CHF 1,467,630 CHF 100.00% 100.00%
08/11/2024 0.32% 3.01 CHF 3.02 CHF 500,000 500,000 500,000 500,000 1,537,130 CHF 1,542,130 CHF 100.00% 100.00%
07/11/2024 0.32% 3.16 CHF 3.17 CHF 500,000 500,000 500,000 500,000 1,547,790 CHF 1,552,790 CHF 100.00% 100.00%

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