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% 2.33 CHF 2.34 CHF 500,000 500,000 500,000 500,000 1,175,710 CHF 1,180,710 CHF 100.00% 100.00%
19/11/2024 0.44% 2.28 CHF 2.29 CHF 500,000 500,000 500,000 500,000 1,143,860 CHF 1,148,860 CHF 100.00% 100.00%
18/11/2024 0.46% 2.30 CHF 2.31 CHF 500,000 500,000 500,000 500,000 1,089,510 CHF 1,094,510 CHF 100.00% 100.00%
15/11/2024 0.45% 2.25 CHF 2.26 CHF 500,000 500,000 500,000 500,000 1,107,670 CHF 1,112,670 CHF 100.00% 100.00%
14/11/2024 0.44% 2.27 CHF 2.28 CHF 500,000 500,000 500,000 500,000 1,139,050 CHF 1,144,050 CHF 99.79% 99.79%
13/11/2024 0.45% 2.22 CHF 2.23 CHF 500,000 500,000 500,000 500,000 1,105,670 CHF 1,110,670 CHF 100.00% 100.00%
12/11/2024 0.45% 2.18 CHF 2.19 CHF 500,000 500,000 500,000 500,000 1,119,960 CHF 1,124,960 CHF 100.00% 100.00%
11/11/2024 0.44% 2.20 CHF 2.21 CHF 500,000 500,000 500,000 500,000 1,145,170 CHF 1,150,170 CHF 100.00% 100.00%
08/11/2024 0.41% 2.38 CHF 2.39 CHF 500,000 500,000 500,000 500,000 1,222,590 CHF 1,227,590 CHF 100.00% 100.00%
07/11/2024 0.40% 2.53 CHF 2.54 CHF 500,000 500,000 500,000 500,000 1,232,250 CHF 1,237,250 CHF 100.00% 100.00%

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