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 0.43% 2.36 CHF 2.37 CHF 200,000 200,000 200,000 200,000 468,632 CHF 470,644 CHF 100.00% 100.00%
19/11/2024 0.56% 2.35 CHF 2.37 CHF 200,000 200,000 195,491 195,491 456,617 CHF 459,150 CHF 100.00% 100.00%
18/11/2024 0.45% 2.23 CHF 2.24 CHF 200,000 200,000 200,000 200,000 447,266 CHF 449,266 CHF 100.00% 100.00%
15/11/2024 0.44% 2.28 CHF 2.29 CHF 200,000 200,000 200,000 200,000 448,929 CHF 450,929 CHF 100.00% 100.00%
14/11/2024 0.45% 2.20 CHF 2.21 CHF 200,000 200,000 200,000 200,000 445,323 CHF 447,323 CHF 99.50% 99.50%
13/11/2024 0.44% 2.28 CHF 2.29 CHF 200,000 200,000 197,471 197,471 449,005 CHF 450,983 CHF 99.32% 99.32%
12/11/2024 0.44% 2.27 CHF 2.28 CHF 200,000 200,000 200,000 200,000 448,948 CHF 450,948 CHF 100.00% 100.00%
11/11/2024 0.46% 2.18 CHF 2.19 CHF 200,000 200,000 200,000 200,000 432,262 CHF 434,262 CHF 100.00% 100.00%
08/11/2024 0.46% 2.19 CHF 2.20 CHF 200,000 200,000 200,000 200,000 434,327 CHF 436,327 CHF 100.00% 100.00%
07/11/2024 0.48% 2.15 CHF 2.16 CHF 200,000 200,000 193,515 193,515 412,679 CHF 414,638 CHF 99.13% 99.13%

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