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 0.32% 3.06 CHF 3.07 CHF 500,000 500,000 304,336 304,336 954,945 CHF 957,988 CHF 99.68% 99.68%
19/11/2024 0.32% 3.06 CHF 3.07 CHF 500,000 500,000 312,556 312,556 961,263 CHF 964,388 CHF 86.52% 86.52%
18/11/2024 0.32% 3.14 CHF 3.15 CHF 500,000 500,000 304,359 304,359 953,023 CHF 956,066 CHF 99.63% 99.63%
15/11/2024 0.31% 3.14 CHF 3.15 CHF 500,000 500,000 304,310 304,310 985,846 CHF 988,889 CHF 99.67% 99.67%
14/11/2024 0.30% 3.30 CHF 3.31 CHF 500,000 500,000 304,336 304,336 1,005,860 CHF 1,008,900 CHF 99.67% 99.67%
13/11/2024 0.31% 3.21 CHF 3.22 CHF 500,000 500,000 305,503 305,503 981,052 CHF 984,108 CHF 97.58% 97.58%
12/11/2024 0.32% 3.19 CHF 3.20 CHF 500,000 500,000 305,784 305,784 964,998 CHF 968,056 CHF 97.05% 97.05%
11/11/2024 0.31% 3.14 CHF 3.15 CHF 500,000 500,000 304,327 304,327 979,204 CHF 982,247 CHF 99.66% 99.66%
08/11/2024 0.31% 3.22 CHF 3.23 CHF 500,000 500,000 304,303 304,303 986,367 CHF 989,410 CHF 99.68% 99.68%
07/11/2024 0.31% 3.25 CHF 3.26 CHF 500,000 500,000 304,325 304,325 972,106 CHF 975,149 CHF 99.69% 99.69%

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