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 0.42% 2.38 CHF 2.39 CHF 500,000 100,000 500,000 100,000 1,190,000 CHF 239,000 CHF 99.27% 99.27%
19/11/2024 0.42% 2.38 CHF 2.39 CHF 500,000 100,000 500,000 100,000 1,189,720 CHF 238,944 CHF 99.27% 99.27%
18/11/2024 0.42% 2.38 CHF 2.39 CHF 500,000 100,000 500,000 100,000 1,189,770 CHF 238,955 CHF 99.27% 99.27%
15/11/2024 0.42% 2.37 CHF 2.38 CHF 500,000 100,000 500,000 100,000 1,185,000 CHF 238,000 CHF 98.71% 98.71%
14/11/2024 0.42% 2.36 CHF 2.37 CHF 500,000 100,000 500,000 100,000 1,180,450 CHF 237,091 CHF 99.27% 99.27%
13/11/2024 0.42% 2.37 CHF 2.38 CHF 500,000 100,000 500,000 100,000 1,185,000 CHF 238,000 CHF 99.02% 99.02%
12/11/2024 0.42% 2.37 CHF 2.38 CHF 500,000 100,000 500,000 100,000 1,180,400 CHF 237,080 CHF 92.98% 92.98%
11/11/2024 0.42% 2.35 CHF 2.36 CHF 500,000 100,000 500,000 100,000 1,178,290 CHF 236,657 CHF 99.27% 99.27%
08/11/2024 0.42% 2.35 CHF 2.36 CHF 500,000 100,000 500,000 100,000 1,176,840 CHF 236,368 CHF 99.25% 99.25%
07/11/2024 0.42% 2.35 CHF 2.36 CHF 500,000 100,000 500,000 100,000 1,174,260 CHF 235,853 CHF 1.12% 1.12%

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