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 0.46% 2.33 CHF 2.34 CHF 203,000 203,000 206,414 206,414 444,569 CHF 446,633 CHF 99.45% 99.45%
19/11/2024 0.49% 1.96 CHF 1.97 CHF 208,700 208,700 201,358 201,358 413,351 CHF 415,364 CHF 100.00% 100.00%
18/11/2024 0.47% 2.06 CHF 2.07 CHF 196,500 196,500 204,818 204,818 438,684 CHF 440,732 CHF 98.78% 98.78%
15/11/2024 0.47% 2.20 CHF 2.21 CHF 210,500 210,500 199,228 199,228 420,699 CHF 422,691 CHF 98.67% 98.67%
14/11/2024 0.45% 2.08 CHF 2.09 CHF 192,000 192,000 218,232 218,232 491,412 CHF 493,594 CHF 100.00% 100.00%
13/11/2024 0.53% 2.08 CHF 2.09 CHF 235,800 235,800 232,078 232,078 440,026 CHF 442,347 CHF 100.00% 100.00%
12/11/2024 0.53% 1.90 CHF 1.91 CHF 229,600 229,600 240,837 240,837 450,709 CHF 453,118 CHF 99.81% 99.81%
11/11/2024 0.59% 1.74 CHF 1.75 CHF 248,400 248,400 292,369 292,369 495,387 CHF 498,311 CHF 99.74% 99.74%
08/11/2024 0.74% 1.46 CHF 1.47 CHF 321,200 321,200 322,753 322,753 434,656 CHF 437,883 CHF 99.16% 99.16%
07/11/2024 0.75% 1.26 CHF 1.27 CHF 323,800 323,800 286,410 286,410 379,616 CHF 382,480 CHF 99.96% 99.96%

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