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% 2.47 CHF 2.48 CHF 200,000 200,000 200,000 200,000 490,347 CHF 492,348 CHF 100.00% 100.00%
19/11/2024 0.49% 2.46 CHF 2.47 CHF 200,000 200,000 195,491 195,491 477,867 CHF 480,197 CHF 100.00% 100.00%
18/11/2024 0.43% 2.34 CHF 2.35 CHF 200,000 200,000 200,000 200,000 468,985 CHF 470,985 CHF 100.00% 100.00%
15/11/2024 0.42% 2.39 CHF 2.40 CHF 200,000 200,000 200,000 200,000 470,711 CHF 472,711 CHF 100.00% 100.00%
14/11/2024 0.43% 2.31 CHF 2.32 CHF 200,000 200,000 200,000 200,000 466,997 CHF 468,997 CHF 99.49% 99.49%
13/11/2024 0.42% 2.39 CHF 2.40 CHF 200,000 200,000 197,471 197,471 470,447 CHF 472,430 CHF 99.32% 99.32%
12/11/2024 0.42% 2.37 CHF 2.38 CHF 200,000 200,000 200,000 200,000 470,480 CHF 472,480 CHF 100.00% 100.00%
11/11/2024 0.44% 2.29 CHF 2.30 CHF 200,000 200,000 200,000 200,000 454,080 CHF 456,080 CHF 100.00% 100.00%
08/11/2024 0.44% 2.29 CHF 2.30 CHF 200,000 200,000 200,000 200,000 456,070 CHF 458,070 CHF 100.00% 100.00%
07/11/2024 0.46% 2.26 CHF 2.27 CHF 200,000 200,000 193,515 193,515 433,713 CHF 435,671 CHF 99.13% 99.13%

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