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 0.34% 2.92 CHF 2.93 CHF 115,000 115,000 110,509 110,509 326,410 CHF 327,516 CHF 99.44% 99.44%
19/11/2024 0.34% 2.92 CHF 2.93 CHF 115,000 115,000 113,803 113,803 332,634 CHF 333,772 CHF 100.00% 100.00%
18/11/2024 0.34% 2.99 CHF 3.00 CHF 110,000 110,000 109,546 109,546 325,870 CHF 326,965 CHF 99.88% 99.88%
15/11/2024 0.34% 2.98 CHF 2.99 CHF 110,000 110,000 109,546 109,546 326,016 CHF 327,112 CHF 100.00% 100.00%
14/11/2024 0.34% 2.97 CHF 2.98 CHF 110,000 110,000 111,614 111,614 328,123 CHF 329,239 CHF 98.57% 98.57%
13/11/2024 0.34% 2.92 CHF 2.93 CHF 115,000 115,000 110,580 110,580 327,254 CHF 328,360 CHF 100.00% 100.00%
12/11/2024 0.34% 2.90 CHF 2.91 CHF 115,000 115,000 110,418 110,418 326,133 CHF 327,238 CHF 99.90% 99.90%
11/11/2024 0.33% 3.03 CHF 3.04 CHF 110,000 110,000 109,546 109,546 332,863 CHF 333,958 CHF 100.00% 100.00%
08/11/2024 0.33% 2.99 CHF 3.00 CHF 110,000 110,000 109,542 109,542 329,102 CHF 330,197 CHF 99.05% 99.05%
07/11/2024 0.33% 3.05 CHF 3.06 CHF 110,000 110,000 109,546 109,546 334,742 CHF 335,838 CHF 100.00% 100.00%

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