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 0.39% 2.52 CHF 2.53 CHF 115,000 115,000 110,509 110,509 281,741 CHF 282,846 CHF 99.44% 99.44%
19/11/2024 0.40% 2.52 CHF 2.53 CHF 115,000 115,000 113,803 113,803 286,718 CHF 287,856 CHF 100.00% 100.00%
18/11/2024 0.39% 2.58 CHF 2.59 CHF 110,000 110,000 109,546 109,546 281,602 CHF 282,697 CHF 99.88% 99.88%
15/11/2024 0.39% 2.57 CHF 2.58 CHF 110,000 110,000 109,546 109,546 281,681 CHF 282,777 CHF 100.00% 100.00%
14/11/2024 0.39% 2.56 CHF 2.57 CHF 110,000 110,000 111,615 111,615 283,043 CHF 284,159 CHF 98.56% 98.56%
13/11/2024 0.39% 2.52 CHF 2.53 CHF 115,000 115,000 110,581 110,581 282,558 CHF 283,664 CHF 100.00% 100.00%
12/11/2024 0.39% 2.50 CHF 2.51 CHF 115,000 115,000 110,417 110,417 281,592 CHF 282,696 CHF 99.90% 99.90%
11/11/2024 0.38% 2.62 CHF 2.63 CHF 110,000 110,000 109,546 109,546 288,478 CHF 289,573 CHF 100.00% 100.00%
08/11/2024 0.38% 2.58 CHF 2.59 CHF 110,000 110,000 109,542 109,542 284,750 CHF 285,846 CHF 99.05% 99.05%
07/11/2024 0.38% 2.64 CHF 2.65 CHF 110,000 110,000 109,546 109,546 290,168 CHF 291,263 CHF 100.00% 100.00%

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