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 0.45% 2.34 CHF 2.35 CHF 160,000 160,000 78,010 78,010 179,437 CHF 180,220 CHF 100.00% 100.00%
22/11/2024 0.95% 2.22 CHF 2.23 CHF 162,000 162,000 52,556 52,556 116,315 CHF 116,902 CHF 100.00% 100.00%
20/11/2024 0.45% 2.17 CHF 2.18 CHF 164,000 164,000 79,382 79,382 177,626 CHF 178,422 CHF 99.90% 99.90%
19/11/2024 0.46% 2.20 CHF 2.21 CHF 164,000 164,000 80,050 80,050 177,210 CHF 178,012 CHF 100.00% 100.00%
18/11/2024 0.47% 2.29 CHF 2.30 CHF 162,000 162,000 78,612 78,612 173,241 CHF 174,028 CHF 99.86% 99.86%
15/11/2024 0.47% 2.10 CHF 2.11 CHF 166,000 166,000 80,588 80,588 174,669 CHF 175,476 CHF 99.99% 99.99%
14/11/2024 0.44% 2.28 CHF 2.29 CHF 162,000 162,000 77,112 77,112 179,055 CHF 179,827 CHF 100.00% 100.00%
13/11/2024 0.42% 2.37 CHF 2.38 CHF 160,000 160,000 77,561 77,561 188,019 CHF 188,796 CHF 100.00% 100.00%
12/11/2024 0.40% 2.47 CHF 2.48 CHF 158,000 158,000 75,069 75,069 190,950 CHF 191,702 CHF 100.00% 100.00%
11/11/2024 0.39% 2.60 CHF 2.61 CHF 154,000 154,000 74,337 74,337 193,577 CHF 194,322 CHF 100.00% 100.00%

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