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 0.45% 2.19 CHF 2.20 CHF 300,000 100,000 300,000 100,000 663,035 CHF 222,012 CHF 99.22% 99.22%
20/11/2024 0.45% 2.23 CHF 2.24 CHF 300,000 100,000 300,000 100,000 666,914 CHF 223,305 CHF 99.07% 99.07%
19/11/2024 0.44% 2.21 CHF 2.22 CHF 300,000 100,000 300,000 100,000 678,033 CHF 227,011 CHF 98.92% 98.92%
18/11/2024 0.45% 2.19 CHF 2.20 CHF 300,000 100,000 300,000 100,000 661,718 CHF 221,572 CHF 97.43% 97.43%
15/11/2024 0.45% 2.20 CHF 2.21 CHF 300,000 100,000 300,000 100,000 666,774 CHF 223,258 CHF 99.45% 99.45%
14/11/2024 0.43% 2.32 CHF 2.33 CHF 300,000 100,000 300,000 100,000 699,695 CHF 234,232 CHF 99.44% 99.44%
13/11/2024 0.41% 2.47 CHF 2.48 CHF 300,000 100,000 300,000 100,000 734,618 CHF 245,873 CHF 97.08% 97.08%
12/11/2024 0.42% 2.46 CHF 2.47 CHF 300,000 100,000 300,000 100,000 706,526 CHF 236,509 CHF 96.86% 96.86%
11/11/2024 0.44% 2.26 CHF 2.27 CHF 300,000 100,000 300,000 100,000 674,248 CHF 225,749 CHF 98.57% 98.57%
08/11/2024 0.44% 2.25 CHF 2.26 CHF 300,000 100,000 300,000 100,000 676,967 CHF 226,656 CHF 93.41% 93.41%

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