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 0.36% 2.73 CHF 2.74 CHF 250,000 100,000 250,000 100,000 699,182 CHF 280,673 CHF 99.38% 99.38%
19/11/2024 0.36% 2.77 CHF 2.78 CHF 250,000 100,000 250,000 100,000 690,875 CHF 277,350 CHF 99.38% 99.38%
18/11/2024 0.36% 2.79 CHF 2.80 CHF 250,000 100,000 250,000 100,000 697,355 CHF 279,942 CHF 99.38% 99.38%
15/11/2024 0.35% 2.84 CHF 2.85 CHF 250,000 100,000 250,000 100,000 713,785 CHF 286,514 CHF 99.37% 99.37%
14/11/2024 0.35% 2.89 CHF 2.90 CHF 250,000 100,000 250,000 100,000 715,104 CHF 287,042 CHF 99.38% 99.38%
13/11/2024 0.36% 2.86 CHF 2.87 CHF 250,000 100,000 250,000 100,000 701,420 CHF 281,568 CHF 99.38% 99.38%
12/11/2024 0.35% 2.79 CHF 2.80 CHF 250,000 100,000 250,000 100,000 718,822 CHF 288,529 CHF 99.11% 99.11%
11/11/2024 0.34% 2.92 CHF 2.93 CHF 250,000 100,000 250,000 100,000 732,531 CHF 294,013 CHF 99.38% 99.38%
08/11/2024 0.35% 2.88 CHF 2.89 CHF 250,000 100,000 250,000 100,000 718,436 CHF 288,374 CHF 99.38% 99.38%
07/11/2024 0.35% 2.89 CHF 2.90 CHF 250,000 100,000 250,000 100,000 718,250 CHF 288,300 CHF 98.69% 98.69%

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