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 0.41% 2.66 CHF 2.67 CHF 200,000 200,000 200,000 200,000 528,774 CHF 530,921 CHF 100.00% 100.00%
19/11/2024 0.49% 2.65 CHF 2.67 CHF 200,000 200,000 195,491 195,491 515,408 CHF 517,914 CHF 100.00% 100.00%
18/11/2024 0.39% 2.53 CHF 2.54 CHF 200,000 200,000 200,000 200,000 507,533 CHF 509,533 CHF 100.00% 100.00%
15/11/2024 0.39% 2.58 CHF 2.59 CHF 200,000 200,000 200,000 200,000 509,016 CHF 511,016 CHF 100.00% 100.00%
14/11/2024 0.40% 2.50 CHF 2.51 CHF 200,000 200,000 200,000 200,000 505,467 CHF 507,467 CHF 99.50% 99.50%
13/11/2024 0.39% 2.58 CHF 2.59 CHF 200,000 200,000 197,471 197,471 508,511 CHF 510,488 CHF 99.32% 99.32%
12/11/2024 0.39% 2.57 CHF 2.58 CHF 200,000 200,000 200,000 200,000 509,118 CHF 511,118 CHF 100.00% 100.00%
11/11/2024 0.41% 2.49 CHF 2.50 CHF 200,000 200,000 200,000 200,000 492,612 CHF 494,612 CHF 100.00% 100.00%
08/11/2024 0.40% 2.49 CHF 2.50 CHF 200,000 200,000 200,000 200,000 494,463 CHF 496,463 CHF 100.00% 100.00%
07/11/2024 0.42% 2.45 CHF 2.46 CHF 200,000 200,000 193,515 193,515 470,846 CHF 472,806 CHF 99.13% 99.13%

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