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 0.49% 2.00 CHF 2.01 CHF 115,000 115,000 110,508 110,508 224,873 CHF 225,978 CHF 99.43% 99.43%
19/11/2024 0.50% 2.00 CHF 2.01 CHF 115,000 115,000 113,804 113,804 228,204 CHF 229,342 CHF 100.00% 100.00%
18/11/2024 0.49% 2.07 CHF 2.08 CHF 110,000 110,000 109,546 109,546 225,069 CHF 226,164 CHF 99.88% 99.88%
15/11/2024 0.49% 2.06 CHF 2.07 CHF 110,000 110,000 109,546 109,546 225,060 CHF 226,156 CHF 100.00% 100.00%
14/11/2024 0.49% 2.04 CHF 2.05 CHF 110,000 110,000 111,613 111,613 225,437 CHF 226,553 CHF 98.58% 98.58%
13/11/2024 0.49% 2.00 CHF 2.01 CHF 115,000 115,000 110,580 110,580 225,491 CHF 226,597 CHF 100.00% 100.00%
12/11/2024 0.49% 1.98 CHF 1.99 CHF 115,000 115,000 110,417 110,417 224,623 CHF 225,727 CHF 99.90% 99.90%
11/11/2024 0.47% 2.11 CHF 2.12 CHF 110,000 110,000 109,546 109,546 232,014 CHF 233,110 CHF 100.00% 100.00%
08/11/2024 0.48% 2.07 CHF 2.08 CHF 110,000 110,000 109,542 109,542 228,136 CHF 229,232 CHF 99.05% 99.05%
07/11/2024 0.47% 2.13 CHF 2.14 CHF 110,000 110,000 109,546 109,546 233,375 CHF 234,471 CHF 100.00% 100.00%

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