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% 2.59 CHF 2.60 CHF 250,000 100,000 250,000 100,000 638,057 CHF 256,223 CHF 99.38% 99.38%
19/11/2024 0.39% 2.57 CHF 2.58 CHF 250,000 100,000 250,000 100,000 640,612 CHF 257,245 CHF 99.38% 99.38%
18/11/2024 0.40% 2.52 CHF 2.53 CHF 250,000 100,000 250,000 100,000 625,594 CHF 251,238 CHF 99.38% 99.38%
15/11/2024 0.41% 2.48 CHF 2.49 CHF 250,000 100,000 250,000 100,000 612,922 CHF 246,169 CHF 99.37% 99.37%
14/11/2024 0.42% 2.34 CHF 2.35 CHF 250,000 100,000 250,000 100,000 589,882 CHF 236,953 CHF 99.38% 99.38%
13/11/2024 0.43% 2.32 CHF 2.33 CHF 250,000 100,000 250,000 100,000 576,437 CHF 231,575 CHF 99.38% 99.38%
12/11/2024 0.43% 2.33 CHF 2.34 CHF 250,000 100,000 250,000 100,000 579,095 CHF 232,638 CHF 99.11% 99.11%
11/11/2024 0.44% 2.26 CHF 2.27 CHF 250,000 100,000 250,000 100,000 565,238 CHF 227,095 CHF 99.38% 99.38%
08/11/2024 0.43% 2.32 CHF 2.33 CHF 250,000 100,000 250,000 100,000 576,016 CHF 231,406 CHF 99.38% 99.38%
07/11/2024 0.44% 2.25 CHF 2.26 CHF 250,000 100,000 250,000 100,000 565,427 CHF 227,171 CHF 98.69% 98.69%

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