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 0.40% 2.47 CHF 2.48 CHF 600,000 250,000 600,000 250,000 1,496,010 CHF 625,839 CHF 97.61% 97.61%
19/11/2024 0.41% 2.46 CHF 2.47 CHF 600,000 250,000 600,000 250,000 1,473,430 CHF 616,428 CHF 89.95% 89.95%
18/11/2024 0.41% 2.47 CHF 2.48 CHF 600,000 250,000 600,000 250,000 1,468,080 CHF 614,198 CHF 94.59% 94.59%
15/11/2024 0.40% 2.47 CHF 2.48 CHF 600,000 250,000 600,000 250,000 1,478,850 CHF 618,689 CHF 97.20% 97.20%
14/11/2024 0.40% 2.50 CHF 2.51 CHF 600,000 250,000 600,000 250,000 1,497,420 CHF 626,424 CHF 98.85% 98.85%
13/11/2024 0.43% 2.31 CHF 2.32 CHF 600,000 250,000 600,000 250,000 1,397,460 CHF 584,774 CHF 96.05% 96.05%
12/11/2024 0.41% 2.37 CHF 2.38 CHF 600,000 250,000 600,000 250,000 1,446,530 CHF 605,222 CHF 94.90% 94.90%
11/11/2024 0.40% 2.48 CHF 2.49 CHF 600,000 250,000 600,000 250,000 1,481,860 CHF 619,942 CHF 94.70% 94.70%
08/11/2024 0.41% 2.45 CHF 2.46 CHF 600,000 250,000 600,000 250,000 1,457,190 CHF 609,664 CHF 90.66% 90.66%
07/11/2024 0.42% 2.40 CHF 2.41 CHF 600,000 250,000 600,000 250,000 1,438,070 CHF 601,695 CHF 97.98% 97.98%

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