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
25/11/2024 0.39% 2.69 CHF 2.70 CHF 160,000 160,000 78,011 78,011 206,913 CHF 207,696 CHF 100.00% 100.00%
22/11/2024 0.82% 2.58 CHF 2.59 CHF 162,000 162,000 52,562 52,562 134,965 CHF 135,553 CHF 100.00% 100.00%
20/11/2024 0.39% 2.52 CHF 2.53 CHF 164,000 164,000 79,382 79,382 205,442 CHF 206,238 CHF 99.90% 99.90%
19/11/2024 0.40% 2.55 CHF 2.56 CHF 164,000 164,000 80,055 80,055 205,199 CHF 206,001 CHF 100.00% 100.00%
18/11/2024 0.40% 2.64 CHF 2.65 CHF 162,000 162,000 78,612 78,612 200,831 CHF 201,618 CHF 99.86% 99.86%
15/11/2024 0.40% 2.45 CHF 2.46 CHF 166,000 166,000 80,588 80,588 202,991 CHF 203,798 CHF 99.99% 99.99%
14/11/2024 0.38% 2.63 CHF 2.64 CHF 162,000 162,000 77,114 77,114 206,144 CHF 206,916 CHF 100.00% 100.00%
13/11/2024 0.37% 2.72 CHF 2.73 CHF 160,000 160,000 77,554 77,554 215,033 CHF 215,809 CHF 100.00% 100.00%
12/11/2024 0.35% 2.82 CHF 2.83 CHF 158,000 158,000 75,066 75,066 217,009 CHF 217,761 CHF 100.00% 100.00%
11/11/2024 0.34% 2.94 CHF 2.95 CHF 154,000 154,000 74,338 74,338 219,323 CHF 220,067 CHF 100.00% 100.00%

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