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 0.38% 2.59 CHF 2.60 CHF 600,000 200,000 600,000 200,000 1,573,370 CHF 526,458 CHF 98.95% 98.95%
19/11/2024 0.39% 2.56 CHF 2.57 CHF 600,000 200,000 600,000 200,000 1,516,190 CHF 507,396 CHF 90.71% 90.71%
18/11/2024 0.39% 2.55 CHF 2.56 CHF 600,000 200,000 600,000 200,000 1,517,770 CHF 507,925 CHF 97.23% 97.23%
15/11/2024 0.39% 2.50 CHF 2.51 CHF 600,000 200,000 600,000 200,000 1,522,770 CHF 509,589 CHF 98.31% 98.31%
14/11/2024 0.39% 2.58 CHF 2.59 CHF 600,000 200,000 600,000 200,000 1,544,750 CHF 516,917 CHF 99.01% 99.01%
13/11/2024 0.39% 2.56 CHF 2.57 CHF 600,000 200,000 600,000 200,000 1,523,460 CHF 509,819 CHF 96.49% 96.49%
12/11/2024 0.38% 2.60 CHF 2.61 CHF 600,000 200,000 600,000 200,000 1,568,770 CHF 524,923 CHF 96.55% 96.55%
11/11/2024 0.38% 2.62 CHF 2.63 CHF 600,000 200,000 600,000 200,000 1,592,440 CHF 532,814 CHF 98.98% 98.98%
08/11/2024 0.38% 2.63 CHF 2.64 CHF 600,000 200,000 600,000 200,000 1,577,630 CHF 527,876 CHF 98.92% 98.92%
07/11/2024 0.39% 2.61 CHF 2.62 CHF 600,000 200,000 600,000 200,000 1,541,230 CHF 515,742 CHF 98.30% 98.30%

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