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 0.43% 2.37 CHF 2.38 CHF 300,000 100,000 300,000 100,000 701,319 CHF 234,773 CHF 99.37% 99.37%
19/11/2024 0.43% 2.41 CHF 2.42 CHF 300,000 100,000 300,000 100,000 696,422 CHF 233,141 CHF 96.93% 96.93%
18/11/2024 0.45% 2.23 CHF 2.24 CHF 300,000 100,000 300,000 100,000 670,362 CHF 224,454 CHF 95.39% 95.39%
15/11/2024 0.45% 2.22 CHF 2.23 CHF 300,000 100,000 300,000 100,000 669,762 CHF 224,254 CHF 99.38% 99.38%
14/11/2024 0.43% 2.29 CHF 2.30 CHF 300,000 100,000 300,000 100,000 692,475 CHF 231,825 CHF 99.37% 99.37%
13/11/2024 0.44% 2.27 CHF 2.28 CHF 300,000 100,000 300,000 100,000 680,359 CHF 227,786 CHF 92.15% 92.15%
12/11/2024 0.45% 2.26 CHF 2.27 CHF 300,000 100,000 300,000 100,000 665,583 CHF 222,861 CHF 96.88% 96.88%
11/11/2024 0.44% 2.21 CHF 2.22 CHF 300,000 100,000 300,000 100,000 674,332 CHF 225,777 CHF 97.56% 97.56%
08/11/2024 0.46% 2.25 CHF 2.26 CHF 300,000 100,000 300,000 100,000 653,089 CHF 218,696 CHF 93.16% 93.16%
07/11/2024 0.46% 2.16 CHF 2.17 CHF 300,000 100,000 300,000 100,000 644,401 CHF 215,800 CHF 98.67% 98.67%

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