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 0.45% 2.21 CHF 2.22 CHF 115,000 115,000 110,509 110,509 247,226 CHF 248,331 CHF 99.44% 99.44%
19/11/2024 0.45% 2.20 CHF 2.21 CHF 115,000 115,000 113,804 113,804 251,199 CHF 252,337 CHF 100.00% 100.00%
18/11/2024 0.44% 2.27 CHF 2.28 CHF 110,000 110,000 109,546 109,546 247,268 CHF 248,363 CHF 99.88% 99.88%
15/11/2024 0.44% 2.26 CHF 2.27 CHF 110,000 110,000 109,546 109,546 247,308 CHF 248,403 CHF 100.00% 100.00%
14/11/2024 0.45% 2.25 CHF 2.26 CHF 110,000 110,000 111,613 111,613 248,153 CHF 249,269 CHF 98.61% 98.61%
13/11/2024 0.45% 2.20 CHF 2.21 CHF 115,000 115,000 110,580 110,580 247,896 CHF 249,002 CHF 100.00% 100.00%
12/11/2024 0.45% 2.18 CHF 2.19 CHF 115,000 115,000 110,417 110,417 247,065 CHF 248,169 CHF 99.88% 99.88%
11/11/2024 0.43% 2.31 CHF 2.32 CHF 110,000 110,000 109,546 109,546 254,221 CHF 255,317 CHF 100.00% 100.00%
08/11/2024 0.44% 2.27 CHF 2.28 CHF 110,000 110,000 109,542 109,542 250,389 CHF 251,484 CHF 99.05% 99.05%
07/11/2024 0.43% 2.33 CHF 2.34 CHF 110,000 110,000 109,546 109,546 255,746 CHF 256,841 CHF 100.00% 100.00%

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