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 0.30% 3.25 CHF 3.26 CHF 500,000 500,000 304,307 304,307 1,010,970 CHF 1,014,010 CHF 99.67% 99.67%
19/11/2024 0.31% 3.24 CHF 3.25 CHF 500,000 500,000 312,583 312,583 1,018,860 CHF 1,021,980 CHF 86.53% 86.53%
18/11/2024 0.30% 3.33 CHF 3.34 CHF 500,000 500,000 304,357 304,357 1,009,230 CHF 1,012,280 CHF 99.63% 99.63%
15/11/2024 0.29% 3.32 CHF 3.33 CHF 500,000 500,000 304,332 304,332 1,042,100 CHF 1,045,150 CHF 99.68% 99.68%
14/11/2024 0.29% 3.48 CHF 3.49 CHF 500,000 500,000 304,340 304,340 1,061,980 CHF 1,065,020 CHF 99.66% 99.66%
13/11/2024 0.29% 3.39 CHF 3.40 CHF 500,000 500,000 306,517 306,517 1,040,310 CHF 1,043,380 CHF 95.83% 95.83%
12/11/2024 0.30% 3.37 CHF 3.38 CHF 500,000 500,000 305,796 305,796 1,021,140 CHF 1,024,190 CHF 97.07% 97.07%
11/11/2024 0.29% 3.33 CHF 3.34 CHF 500,000 500,000 304,342 304,342 1,034,800 CHF 1,037,840 CHF 99.66% 99.66%
08/11/2024 0.29% 3.40 CHF 3.41 CHF 500,000 500,000 304,328 304,328 1,041,630 CHF 1,044,670 CHF 99.69% 99.69%
07/11/2024 0.30% 3.43 CHF 3.44 CHF 500,000 500,000 304,297 304,297 1,027,200 CHF 1,030,240 CHF 99.67% 99.67%

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