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 0.41% 2.41 CHF 2.42 CHF 108,000 108,000 109,133 109,133 266,755 CHF 267,846 CHF 100.00% 100.00%
22/11/2024 0.40% 2.49 CHF 2.50 CHF 112,000 112,000 112,684 112,684 283,121 CHF 284,248 CHF 100.00% 100.00%
20/11/2024 0.41% 2.45 CHF 2.46 CHF 110,000 110,000 107,595 107,595 260,213 CHF 261,289 CHF 99.47% 99.47%
19/11/2024 0.43% 2.35 CHF 2.36 CHF 106,000 106,000 104,329 104,329 242,766 CHF 243,809 CHF 100.00% 100.00%
18/11/2024 0.44% 2.28 CHF 2.29 CHF 102,000 102,000 101,503 101,503 229,679 CHF 230,694 CHF 100.00% 100.00%
15/11/2024 0.44% 2.25 CHF 2.26 CHF 102,000 102,000 101,238 101,238 228,189 CHF 229,202 CHF 100.00% 100.00%
14/11/2024 0.44% 2.26 CHF 2.27 CHF 102,000 102,000 101,976 101,976 232,410 CHF 233,429 CHF 99.34% 99.34%
13/11/2024 0.44% 2.30 CHF 2.31 CHF 104,000 104,000 102,066 102,066 232,211 CHF 233,231 CHF 100.00% 100.00%
12/11/2024 0.47% 2.24 CHF 2.25 CHF 102,000 102,000 97,893 97,893 214,242 CHF 215,223 CHF 100.00% 100.00%
11/11/2024 0.45% 2.19 CHF 2.20 CHF 100,000 100,000 99,372 99,372 218,993 CHF 219,986 CHF 99.24% 99.24%

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