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 0.84% 2.39 CHF 2.41 CHF 200,000 200,000 200,000 200,000 475,512 CHF 479,512 CHF 99.08% 99.08%
19/11/2024 0.83% 2.36 CHF 2.38 CHF 200,000 200,000 200,000 200,000 479,427 CHF 483,427 CHF 98.29% 98.29%
18/11/2024 0.81% 2.43 CHF 2.45 CHF 200,000 200,000 200,000 200,000 493,643 CHF 497,643 CHF 98.93% 98.93%
15/11/2024 0.79% 2.50 CHF 2.52 CHF 200,000 200,000 200,000 200,000 501,494 CHF 505,494 CHF 99.00% 99.00%
14/11/2024 0.78% 2.56 CHF 2.58 CHF 200,000 200,000 200,000 200,000 512,535 CHF 516,535 CHF 98.23% 98.23%
13/11/2024 0.79% 2.52 CHF 2.54 CHF 200,000 200,000 200,000 200,000 501,963 CHF 505,963 CHF 98.99% 98.99%
12/11/2024 0.80% 2.51 CHF 2.53 CHF 200,000 200,000 200,000 200,000 496,683 CHF 500,683 CHF 98.70% 98.70%
11/11/2024 0.82% 2.44 CHF 2.46 CHF 200,000 200,000 200,000 200,000 485,785 CHF 489,785 CHF 97.81% 97.81%
08/11/2024 0.84% 2.41 CHF 2.43 CHF 200,000 200,000 200,000 200,000 476,575 CHF 480,575 CHF 99.02% 99.02%
07/11/2024 0.85% 2.33 CHF 2.35 CHF 200,000 200,000 200,000 200,000 468,219 CHF 472,219 CHF 98.89% 98.89%

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