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
22/11/2024 0.39% 2.58 CHF 2.59 CHF 450,000 100,000 450,000 100,000 1,147,100 CHF 255,912 CHF 99.16% 99.16%
20/11/2024 0.38% 2.62 CHF 2.63 CHF 450,000 100,000 450,000 100,000 1,178,720 CHF 262,938 CHF 99.16% 99.16%
19/11/2024 0.37% 2.66 CHF 2.67 CHF 450,000 100,000 450,000 100,000 1,214,570 CHF 270,906 CHF 99.17% 99.17%
18/11/2024 0.37% 2.70 CHF 2.71 CHF 450,000 100,000 450,000 100,000 1,213,080 CHF 270,574 CHF 99.23% 99.23%
15/11/2024 0.40% 2.68 CHF 2.69 CHF 450,000 100,000 450,000 100,000 1,123,240 CHF 250,610 CHF 99.16% 99.16%
14/11/2024 0.45% 2.23 CHF 2.24 CHF 450,000 100,000 450,000 100,000 1,007,790 CHF 224,954 CHF 99.15% 99.15%
13/11/2024 0.44% 2.24 CHF 2.25 CHF 450,000 100,000 450,000 100,000 1,025,970 CHF 228,993 CHF 99.16% 99.16%
12/11/2024 0.45% 2.21 CHF 2.22 CHF 450,000 100,000 450,000 100,000 998,363 CHF 222,858 CHF 99.16% 99.16%
11/11/2024 0.44% 2.27 CHF 2.28 CHF 450,000 100,000 450,000 100,000 1,013,250 CHF 226,167 CHF 99.17% 99.17%
08/11/2024 0.43% 2.31 CHF 2.32 CHF 450,000 100,000 450,000 100,000 1,052,500 CHF 234,889 CHF 99.16% 99.16%

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