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% 2.00 CHF 2.01 CHF 250,000 100,000 250,000 100,000 495,346 CHF 199,139 CHF 99.16% 99.16%
19/11/2024 0.49% 1.94 CHF 1.95 CHF 250,000 100,000 250,000 100,000 511,603 CHF 205,641 CHF 96.92% 96.92%
18/11/2024 0.45% 2.23 CHF 2.24 CHF 250,000 100,000 250,000 100,000 551,403 CHF 221,561 CHF 99.22% 99.22%
15/11/2024 0.45% 2.21 CHF 2.22 CHF 250,000 100,000 250,000 100,000 556,779 CHF 223,711 CHF 99.16% 99.16%
14/11/2024 0.44% 2.30 CHF 2.31 CHF 250,000 100,000 250,000 100,000 569,595 CHF 228,838 CHF 99.15% 99.15%
13/11/2024 0.45% 2.26 CHF 2.27 CHF 250,000 100,000 250,000 100,000 555,145 CHF 223,058 CHF 99.17% 99.17%
12/11/2024 0.42% 2.34 CHF 2.35 CHF 250,000 100,000 250,000 100,000 597,028 CHF 239,811 CHF 99.16% 99.16%
11/11/2024 0.40% 2.44 CHF 2.45 CHF 250,000 100,000 250,000 100,000 621,614 CHF 249,645 CHF 99.17% 99.17%
08/11/2024 0.42% 2.41 CHF 2.42 CHF 250,000 100,000 250,000 100,000 597,304 CHF 239,922 CHF 99.17% 99.17%
07/11/2024 0.41% 2.37 CHF 2.38 CHF 250,000 100,000 250,000 100,000 605,509 CHF 243,204 CHF 98.03% 98.03%

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