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 0.43% 2.31 CHF 2.32 CHF 115,000 115,000 110,509 110,509 258,817 CHF 259,922 CHF 99.43% 99.43%
19/11/2024 0.43% 2.31 CHF 2.32 CHF 115,000 115,000 113,804 113,804 263,111 CHF 264,249 CHF 100.00% 100.00%
18/11/2024 0.42% 2.38 CHF 2.39 CHF 110,000 110,000 109,546 109,546 258,793 CHF 259,889 CHF 99.88% 99.88%
15/11/2024 0.42% 2.36 CHF 2.37 CHF 110,000 110,000 109,546 109,546 258,828 CHF 259,923 CHF 100.00% 100.00%
14/11/2024 0.43% 2.35 CHF 2.36 CHF 110,000 110,000 111,614 111,614 259,778 CHF 260,894 CHF 98.56% 98.56%
13/11/2024 0.43% 2.31 CHF 2.32 CHF 115,000 115,000 110,580 110,580 259,531 CHF 260,636 CHF 100.00% 100.00%
12/11/2024 0.43% 2.29 CHF 2.30 CHF 115,000 115,000 110,417 110,417 258,574 CHF 259,678 CHF 99.88% 99.88%
11/11/2024 0.41% 2.41 CHF 2.42 CHF 110,000 110,000 109,546 109,546 265,665 CHF 266,761 CHF 100.00% 100.00%
08/11/2024 0.42% 2.37 CHF 2.38 CHF 110,000 110,000 109,542 109,542 261,880 CHF 262,975 CHF 99.05% 99.05%
07/11/2024 0.41% 2.44 CHF 2.45 CHF 110,000 110,000 109,546 109,546 267,224 CHF 268,319 CHF 100.00% 100.00%

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