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 0.44% 2.22 CHF 2.23 CHF 108,000 108,000 109,132 109,132 245,790 CHF 246,881 CHF 100.00% 100.00%
22/11/2024 0.43% 2.30 CHF 2.31 CHF 112,000 112,000 112,684 112,684 261,520 CHF 262,647 CHF 100.00% 100.00%
20/11/2024 0.45% 2.26 CHF 2.27 CHF 110,000 110,000 107,596 107,596 239,481 CHF 240,557 CHF 99.47% 99.47%
19/11/2024 0.47% 2.15 CHF 2.16 CHF 106,000 106,000 104,330 104,330 222,751 CHF 223,794 CHF 100.00% 100.00%
18/11/2024 0.48% 2.09 CHF 2.10 CHF 102,000 102,000 101,503 101,503 210,089 CHF 211,104 CHF 100.00% 100.00%
15/11/2024 0.48% 2.06 CHF 2.07 CHF 102,000 102,000 101,238 101,238 208,557 CHF 209,570 CHF 100.00% 100.00%
14/11/2024 0.48% 2.06 CHF 2.07 CHF 102,000 102,000 101,977 101,977 212,807 CHF 213,827 CHF 99.39% 99.39%
13/11/2024 0.48% 2.10 CHF 2.11 CHF 104,000 104,000 102,066 102,066 212,526 CHF 213,547 CHF 100.00% 100.00%
12/11/2024 0.51% 2.05 CHF 2.06 CHF 102,000 102,000 97,894 97,894 195,314 CHF 196,295 CHF 100.00% 100.00%
11/11/2024 0.50% 2.00 CHF 2.01 CHF 100,000 100,000 99,371 99,371 199,890 CHF 200,884 CHF 99.24% 99.24%

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