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% 2.38 CHF 2.39 CHF 115,000 115,000 110,509 110,509 266,764 CHF 267,869 CHF 99.22% 99.22%
19/11/2024 0.42% 2.38 CHF 2.39 CHF 115,000 115,000 113,800 113,800 271,289 CHF 272,427 CHF 99.57% 99.57%
18/11/2024 0.41% 2.45 CHF 2.46 CHF 110,000 110,000 109,539 109,539 266,633 CHF 267,728 CHF 98.41% 98.41%
15/11/2024 0.41% 2.44 CHF 2.45 CHF 110,000 110,000 109,546 109,546 266,687 CHF 267,782 CHF 100.00% 100.00%
14/11/2024 0.42% 2.42 CHF 2.43 CHF 110,000 110,000 111,612 111,612 267,792 CHF 268,909 CHF 98.60% 98.60%
13/11/2024 0.41% 2.38 CHF 2.39 CHF 115,000 115,000 110,576 110,576 267,471 CHF 268,577 CHF 99.29% 99.29%
12/11/2024 0.41% 2.36 CHF 2.37 CHF 115,000 115,000 110,413 110,413 266,485 CHF 267,589 CHF 99.57% 99.57%
11/11/2024 0.40% 2.49 CHF 2.50 CHF 110,000 110,000 109,546 109,546 273,607 CHF 274,702 CHF 100.00% 100.00%
08/11/2024 0.41% 2.45 CHF 2.46 CHF 110,000 110,000 109,541 109,541 269,769 CHF 270,865 CHF 98.96% 98.96%
07/11/2024 0.40% 2.51 CHF 2.52 CHF 110,000 110,000 109,544 109,544 275,157 CHF 276,252 CHF 99.56% 99.56%

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