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 0.41% 2.49 CHF 2.50 CHF 200,000 200,000 200,000 200,000 488,713 CHF 490,713 CHF 99.53% 99.53%
19/11/2024 0.41% 2.44 CHF 2.45 CHF 200,000 200,000 200,000 200,000 487,824 CHF 489,824 CHF 99.55% 99.55%
18/11/2024 0.42% 2.36 CHF 2.37 CHF 200,000 200,000 200,000 200,000 472,958 CHF 474,958 CHF 99.57% 99.57%
15/11/2024 0.42% 2.40 CHF 2.41 CHF 200,000 200,000 200,000 200,000 480,758 CHF 482,758 CHF 98.92% 98.92%
14/11/2024 0.40% 2.45 CHF 2.46 CHF 200,000 200,000 200,000 200,000 497,202 CHF 499,202 CHF 98.73% 98.73%
13/11/2024 0.39% 2.57 CHF 2.58 CHF 200,000 200,000 200,000 200,000 511,610 CHF 513,610 CHF 96.69% 96.69%
12/11/2024 0.41% 2.50 CHF 2.51 CHF 200,000 200,000 200,000 200,000 485,274 CHF 487,274 CHF 99.55% 99.55%
11/11/2024 0.41% 2.41 CHF 2.42 CHF 200,000 200,000 200,000 200,000 489,462 CHF 491,462 CHF 99.57% 99.57%
08/11/2024 0.41% 2.49 CHF 2.50 CHF 200,000 200,000 200,000 200,000 492,553 CHF 494,553 CHF 99.52% 99.52%
07/11/2024 0.42% 2.33 CHF 2.34 CHF 200,000 200,000 200,000 200,000 473,791 CHF 475,791 CHF 99.48% 99.48%

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