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 0.44% 2.26 CHF 2.27 CHF 300,000 100,000 300,000 100,000 686,055 CHF 229,685 CHF 99.37% 99.37%
19/11/2024 0.44% 2.28 CHF 2.29 CHF 300,000 100,000 300,000 100,000 680,054 CHF 227,685 CHF 99.38% 99.38%
18/11/2024 0.43% 2.35 CHF 2.36 CHF 300,000 100,000 300,000 100,000 693,322 CHF 232,107 CHF 97.20% 97.20%
15/11/2024 0.43% 2.31 CHF 2.32 CHF 300,000 100,000 300,000 100,000 690,477 CHF 231,159 CHF 99.38% 99.38%
14/11/2024 0.44% 2.27 CHF 2.28 CHF 300,000 100,000 300,000 100,000 674,796 CHF 225,932 CHF 99.37% 99.37%
13/11/2024 0.47% 2.12 CHF 2.13 CHF 300,000 100,000 300,000 100,000 639,171 CHF 214,057 CHF 96.89% 96.89%
12/11/2024 0.45% 2.10 CHF 2.11 CHF 300,000 100,000 300,000 100,000 659,466 CHF 220,822 CHF 96.93% 96.93%
11/11/2024 0.44% 2.26 CHF 2.27 CHF 300,000 100,000 300,000 100,000 682,400 CHF 228,467 CHF 98.77% 98.77%
08/11/2024 0.43% 2.24 CHF 2.25 CHF 300,000 100,000 300,000 100,000 688,464 CHF 230,488 CHF 93.17% 93.17%
07/11/2024 0.42% 2.36 CHF 2.37 CHF 300,000 100,000 300,000 100,000 707,435 CHF 236,812 CHF 98.71% 98.71%

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