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% 2.24 CHF 2.25 CHF 108,000 108,000 107,014 107,014 245,711 CHF 246,782 CHF 99.43% 99.43%
19/11/2024 0.44% 2.31 CHF 2.32 CHF 108,000 108,000 107,275 107,275 245,283 CHF 246,355 CHF 100.00% 100.00%
18/11/2024 0.43% 2.37 CHF 2.38 CHF 104,000 104,000 104,489 104,489 245,129 CHF 246,174 CHF 99.88% 99.88%
15/11/2024 0.44% 2.27 CHF 2.28 CHF 108,000 108,000 107,555 107,555 245,913 CHF 246,989 CHF 100.00% 100.00%
14/11/2024 0.44% 2.29 CHF 2.30 CHF 108,000 108,000 107,548 107,548 243,536 CHF 244,611 CHF 98.60% 98.60%
13/11/2024 0.44% 2.22 CHF 2.23 CHF 108,000 108,000 107,569 107,569 242,145 CHF 243,220 CHF 100.00% 100.00%
12/11/2024 0.43% 2.23 CHF 2.24 CHF 108,000 108,000 107,553 107,553 246,755 CHF 247,831 CHF 99.36% 99.36%
11/11/2024 0.43% 2.34 CHF 2.35 CHF 104,000 104,000 106,442 106,442 247,956 CHF 249,020 CHF 100.00% 100.00%
08/11/2024 0.43% 2.28 CHF 2.29 CHF 108,000 108,000 107,550 107,550 247,306 CHF 248,382 CHF 99.05% 99.05%
07/11/2024 0.42% 2.34 CHF 2.35 CHF 104,000 104,000 103,571 103,571 245,140 CHF 246,176 CHF 100.00% 100.00%

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