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 0.48% 2.06 CHF 2.07 CHF 200,000 200,000 200,000 200,000 413,967 CHF 415,967 CHF 99.81% 99.81%
19/11/2024 0.49% 2.03 CHF 2.04 CHF 200,000 200,000 200,000 200,000 404,041 CHF 406,041 CHF 99.72% 99.72%
18/11/2024 0.49% 2.06 CHF 2.07 CHF 200,000 200,000 200,000 200,000 411,155 CHF 413,155 CHF 99.71% 99.71%
15/11/2024 0.47% 2.08 CHF 2.09 CHF 200,000 200,000 200,000 200,000 420,604 CHF 422,604 CHF 99.81% 99.81%
14/11/2024 0.47% 2.13 CHF 2.14 CHF 200,000 200,000 200,000 200,000 424,392 CHF 426,392 CHF 99.81% 99.81%
13/11/2024 0.47% 2.09 CHF 2.10 CHF 200,000 200,000 200,000 200,000 420,870 CHF 422,870 CHF 99.81% 99.81%
12/11/2024 0.46% 2.11 CHF 2.12 CHF 200,000 200,000 200,000 200,000 430,199 CHF 432,199 CHF 99.51% 99.51%
11/11/2024 0.46% 2.19 CHF 2.20 CHF 200,000 200,000 200,000 200,000 437,424 CHF 439,424 CHF 99.72% 99.72%
08/11/2024 0.46% 2.16 CHF 2.17 CHF 200,000 200,000 200,000 200,000 431,088 CHF 433,088 CHF 99.81% 99.81%
07/11/2024 0.46% 2.19 CHF 2.20 CHF 200,000 200,000 200,000 200,000 436,849 CHF 438,849 CHF 95.69% 95.69%

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