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 0.37% 2.70 CHF 2.71 CHF 300,000 100,000 300,000 100,000 819,192 CHF 274,064 CHF 99.37% 99.37%
19/11/2024 0.37% 2.73 CHF 2.74 CHF 300,000 100,000 300,000 100,000 812,932 CHF 271,977 CHF 99.38% 99.38%
18/11/2024 0.36% 2.79 CHF 2.80 CHF 300,000 100,000 300,000 100,000 826,606 CHF 276,535 CHF 97.20% 97.20%
15/11/2024 0.36% 2.75 CHF 2.76 CHF 300,000 100,000 300,000 100,000 823,981 CHF 275,660 CHF 99.38% 99.38%
14/11/2024 0.37% 2.71 CHF 2.72 CHF 300,000 100,000 300,000 100,000 808,295 CHF 270,432 CHF 99.37% 99.37%
13/11/2024 0.39% 2.56 CHF 2.57 CHF 300,000 100,000 300,000 100,000 772,388 CHF 258,463 CHF 96.89% 96.89%
12/11/2024 0.38% 2.55 CHF 2.56 CHF 300,000 100,000 300,000 100,000 792,494 CHF 265,165 CHF 96.95% 96.95%
11/11/2024 0.37% 2.70 CHF 2.71 CHF 300,000 100,000 300,000 100,000 815,749 CHF 272,916 CHF 98.77% 98.77%
08/11/2024 0.36% 2.68 CHF 2.69 CHF 300,000 100,000 300,000 100,000 821,846 CHF 274,949 CHF 93.17% 93.17%
07/11/2024 0.36% 2.81 CHF 2.82 CHF 300,000 100,000 300,000 100,000 841,399 CHF 281,466 CHF 98.70% 98.70%

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