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 0.38% 2.67 CHF 2.68 CHF 550,000 550,000 532,028 532,028 1,405,500 CHF 1,410,820 CHF 100.00% 100.00%
19/11/2024 0.38% 2.63 CHF 2.64 CHF 530,000 530,000 528,204 528,204 1,387,160 CHF 1,392,440 CHF 99.88% 99.88%
18/11/2024 0.38% 2.64 CHF 2.65 CHF 530,000 530,000 527,360 527,360 1,389,780 CHF 1,395,060 CHF 100.00% 100.00%
15/11/2024 0.38% 2.63 CHF 2.64 CHF 530,000 530,000 519,346 519,346 1,360,190 CHF 1,365,380 CHF 100.00% 100.00%
14/11/2024 0.38% 2.60 CHF 2.61 CHF 520,000 520,000 525,223 525,223 1,379,740 CHF 1,384,990 CHF 99.04% 99.04%
13/11/2024 0.38% 2.63 CHF 2.64 CHF 530,000 530,000 519,441 519,441 1,355,370 CHF 1,360,570 CHF 98.99% 98.99%
12/11/2024 0.42% 2.59 CHF 2.60 CHF 520,000 520,000 479,017 479,017 1,201,990 CHF 1,206,940 CHF 97.79% 97.79%
11/11/2024 0.45% 2.24 CHF 2.25 CHF 440,000 440,000 435,191 435,191 972,965 CHF 977,317 CHF 100.00% 100.00%
08/11/2024 0.44% 2.28 CHF 2.29 CHF 440,000 440,000 438,175 438,175 998,078 CHF 1,002,460 CHF 98.93% 98.93%
07/11/2024 0.44% 2.25 CHF 2.26 CHF 430,000 430,000 428,957 428,957 963,756 CHF 968,046 CHF 100.00% 100.00%

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