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 0.50% 1.95 CHF 1.96 CHF 108,000 108,000 107,012 107,012 215,499 CHF 216,569 CHF 99.30% 99.30%
19/11/2024 0.50% 2.02 CHF 2.03 CHF 108,000 108,000 107,275 107,275 215,002 CHF 216,075 CHF 100.00% 100.00%
18/11/2024 0.48% 2.08 CHF 2.09 CHF 104,000 104,000 104,488 104,488 215,317 CHF 216,361 CHF 99.89% 99.89%
15/11/2024 0.50% 1.99 CHF 2.00 CHF 108,000 108,000 107,555 107,555 215,152 CHF 216,227 CHF 100.00% 100.00%
14/11/2024 0.50% 2.00 CHF 2.01 CHF 108,000 108,000 107,547 107,547 213,083 CHF 214,159 CHF 98.51% 98.51%
13/11/2024 0.51% 1.94 CHF 1.95 CHF 108,000 108,000 107,569 107,569 211,680 CHF 212,756 CHF 99.97% 99.97%
12/11/2024 0.50% 1.95 CHF 1.96 CHF 108,000 108,000 107,551 107,551 216,319 CHF 217,394 CHF 99.13% 99.13%
11/11/2024 0.49% 2.06 CHF 2.07 CHF 104,000 104,000 106,443 106,443 217,735 CHF 218,799 CHF 100.00% 100.00%
08/11/2024 0.50% 2.00 CHF 2.01 CHF 108,000 108,000 107,550 107,550 216,467 CHF 217,543 CHF 99.04% 99.04%
07/11/2024 0.48% 2.06 CHF 2.07 CHF 104,000 104,000 103,571 103,571 215,628 CHF 216,663 CHF 100.00% 100.00%

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