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 0.38% 2.63 CHF 2.64 CHF 115,000 115,000 110,509 110,509 293,698 CHF 294,803 CHF 99.43% 99.43%
19/11/2024 0.38% 2.62 CHF 2.63 CHF 115,000 115,000 113,804 113,804 299,032 CHF 300,170 CHF 100.00% 100.00%
18/11/2024 0.37% 2.69 CHF 2.70 CHF 110,000 110,000 109,546 109,546 293,503 CHF 294,599 CHF 99.88% 99.88%
15/11/2024 0.37% 2.68 CHF 2.69 CHF 110,000 110,000 109,546 109,546 293,560 CHF 294,656 CHF 100.00% 100.00%
14/11/2024 0.38% 2.67 CHF 2.68 CHF 110,000 110,000 111,613 111,613 295,191 CHF 296,308 CHF 98.60% 98.60%
13/11/2024 0.37% 2.63 CHF 2.64 CHF 115,000 115,000 110,580 110,580 294,563 CHF 295,669 CHF 100.00% 100.00%
12/11/2024 0.38% 2.61 CHF 2.62 CHF 115,000 115,000 110,417 110,417 293,604 CHF 294,708 CHF 99.90% 99.90%
11/11/2024 0.36% 2.73 CHF 2.74 CHF 110,000 110,000 109,546 109,546 300,381 CHF 301,476 CHF 100.00% 100.00%
08/11/2024 0.37% 2.69 CHF 2.70 CHF 110,000 110,000 109,542 109,542 296,690 CHF 297,785 CHF 99.05% 99.05%
07/11/2024 0.36% 2.75 CHF 2.76 CHF 110,000 110,000 109,546 109,546 302,138 CHF 303,234 CHF 100.00% 100.00%

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