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 0.41% 2.40 CHF 2.41 CHF 600,000 200,000 600,000 200,000 1,442,890 CHF 482,964 CHF 99.03% 99.03%
19/11/2024 0.42% 2.39 CHF 2.40 CHF 600,000 200,000 600,000 200,000 1,436,080 CHF 480,692 CHF 99.37% 99.37%
18/11/2024 0.42% 2.38 CHF 2.39 CHF 600,000 200,000 600,000 200,000 1,426,960 CHF 477,652 CHF 97.64% 97.64%
15/11/2024 0.43% 2.40 CHF 2.41 CHF 600,000 200,000 600,000 200,000 1,408,350 CHF 471,450 CHF 98.89% 98.89%
14/11/2024 0.42% 2.35 CHF 2.36 CHF 600,000 200,000 600,000 200,000 1,410,120 CHF 472,040 CHF 99.37% 99.37%
13/11/2024 0.43% 2.32 CHF 2.33 CHF 600,000 200,000 600,000 200,000 1,378,630 CHF 461,543 CHF 93.58% 93.58%
12/11/2024 0.43% 2.31 CHF 2.32 CHF 600,000 200,000 600,000 200,000 1,378,160 CHF 461,388 CHF 96.81% 96.81%
11/11/2024 0.45% 2.24 CHF 2.25 CHF 600,000 200,000 600,000 200,000 1,334,540 CHF 446,845 CHF 99.35% 99.35%
08/11/2024 0.45% 2.25 CHF 2.26 CHF 600,000 200,000 600,000 200,000 1,326,670 CHF 444,222 CHF 99.31% 99.31%
07/11/2024 0.46% 2.14 CHF 2.15 CHF 600,000 200,000 600,000 200,000 1,299,950 CHF 435,317 CHF 98.68% 98.68%

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