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
25/11/2024 0.39% 2.53 CHF 2.54 CHF 180,000 180,000 179,366 179,366 454,484 CHF 456,278 CHF 100.00% 100.00%
22/11/2024 0.41% 2.48 CHF 2.49 CHF 185,000 185,000 184,237 184,237 450,910 CHF 452,752 CHF 99.98% 99.98%
20/11/2024 0.41% 2.39 CHF 2.40 CHF 185,000 185,000 184,237 184,237 444,898 CHF 446,741 CHF 100.00% 100.00%
19/11/2024 0.42% 2.38 CHF 2.39 CHF 185,000 185,000 185,035 185,035 439,808 CHF 441,658 CHF 100.00% 100.00%
18/11/2024 0.42% 2.39 CHF 2.40 CHF 185,000 185,000 184,967 184,967 438,310 CHF 440,160 CHF 100.00% 100.00%
15/11/2024 0.42% 2.39 CHF 2.40 CHF 185,000 185,000 184,237 184,237 439,723 CHF 441,565 CHF 100.00% 100.00%
14/11/2024 0.41% 2.43 CHF 2.44 CHF 185,000 185,000 184,238 184,238 445,735 CHF 447,578 CHF 100.00% 100.00%
13/11/2024 0.44% 2.23 CHF 2.24 CHF 190,000 190,000 189,345 189,345 426,291 CHF 428,185 CHF 100.00% 100.00%
12/11/2024 0.43% 2.29 CHF 2.30 CHF 190,000 190,000 187,768 187,768 438,083 CHF 439,961 CHF 100.00% 100.00%
11/11/2024 0.42% 2.40 CHF 2.41 CHF 185,000 185,000 184,192 184,192 440,883 CHF 442,725 CHF 100.00% 100.00%

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