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
22/11/2024 0.70% 2.24 CHF 2.25 CHF 150,000 150,000 83,493 83,493 185,909 CHF 187,061 CHF 100.00% 100.00%
20/11/2024 0.72% 2.10 CHF 2.11 CHF 160,000 160,000 85,146 85,146 183,818 CHF 184,991 CHF 99.89% 99.89%
19/11/2024 0.68% 2.23 CHF 2.24 CHF 150,000 150,000 87,397 87,397 188,811 CHF 189,981 CHF 100.00% 100.00%
18/11/2024 0.49% 2.20 CHF 2.21 CHF 150,000 150,000 89,487 89,487 188,072 CHF 188,969 CHF 99.89% 99.89%
15/11/2024 0.72% 2.04 CHF 2.05 CHF 160,000 160,000 90,868 90,868 189,517 CHF 190,764 CHF 99.90% 99.90%
14/11/2024 0.50% 2.13 CHF 2.14 CHF 160,000 160,000 89,868 89,868 185,724 CHF 186,626 CHF 99.35% 99.35%
13/11/2024 0.52% 2.01 CHF 2.02 CHF 160,000 160,000 90,131 90,131 178,968 CHF 179,873 CHF 100.00% 100.00%
12/11/2024 0.52% 2.05 CHF 2.06 CHF 160,000 160,000 90,147 90,147 180,227 CHF 181,132 CHF 99.88% 99.88%
11/11/2024 0.50% 1.95 CHF 1.96 CHF 160,000 160,000 90,261 90,261 184,692 CHF 185,598 CHF 99.65% 99.65%
08/11/2024 0.48% 2.10 CHF 2.11 CHF 160,000 160,000 89,703 89,703 191,367 CHF 192,267 CHF 98.58% 98.58%

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