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 0.35% 2.80 CHF 2.81 CHF 115,000 115,000 110,509 110,509 312,947 CHF 314,052 CHF 99.44% 99.44%
19/11/2024 0.36% 2.80 CHF 2.81 CHF 115,000 115,000 113,804 113,804 318,810 CHF 319,948 CHF 100.00% 100.00%
18/11/2024 0.35% 2.87 CHF 2.88 CHF 110,000 110,000 109,546 109,546 312,562 CHF 313,658 CHF 99.88% 99.88%
15/11/2024 0.35% 2.85 CHF 2.86 CHF 110,000 110,000 109,546 109,546 312,640 CHF 313,736 CHF 100.00% 100.00%
14/11/2024 0.35% 2.84 CHF 2.85 CHF 110,000 110,000 111,614 111,614 314,524 CHF 315,640 CHF 98.56% 98.56%
13/11/2024 0.35% 2.80 CHF 2.81 CHF 115,000 115,000 110,580 110,580 313,813 CHF 314,919 CHF 100.00% 100.00%
12/11/2024 0.35% 2.78 CHF 2.79 CHF 115,000 115,000 110,417 110,417 312,716 CHF 313,820 CHF 99.90% 99.90%
11/11/2024 0.34% 2.90 CHF 2.91 CHF 110,000 110,000 109,546 109,546 319,516 CHF 320,612 CHF 100.00% 100.00%
08/11/2024 0.35% 2.86 CHF 2.87 CHF 110,000 110,000 109,542 109,542 315,706 CHF 316,801 CHF 99.05% 99.05%
07/11/2024 0.34% 2.93 CHF 2.94 CHF 110,000 110,000 109,546 109,546 321,294 CHF 322,390 CHF 100.00% 100.00%

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