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 0.45% 2.23 CHF 2.24 CHF 156,000 156,000 155,165 155,165 343,966 CHF 345,517 CHF 100.00% 100.00%
19/11/2024 0.45% 2.22 CHF 2.23 CHF 156,000 156,000 155,839 155,839 347,734 CHF 349,293 CHF 100.00% 100.00%
18/11/2024 0.45% 2.23 CHF 2.24 CHF 156,000 156,000 154,831 154,831 344,593 CHF 346,141 CHF 100.00% 100.00%
15/11/2024 0.44% 2.26 CHF 2.27 CHF 158,000 158,000 155,656 155,656 351,502 CHF 353,059 CHF 100.00% 100.00%
14/11/2024 0.43% 2.27 CHF 2.28 CHF 156,000 156,000 158,864 158,864 367,107 CHF 368,696 CHF 99.33% 99.33%
13/11/2024 0.43% 2.35 CHF 2.36 CHF 162,000 162,000 160,420 160,420 375,527 CHF 377,131 CHF 100.00% 100.00%
12/11/2024 0.44% 2.29 CHF 2.30 CHF 158,000 158,000 155,878 155,878 351,174 CHF 352,732 CHF 100.00% 100.00%
11/11/2024 0.44% 2.26 CHF 2.27 CHF 156,000 156,000 156,558 156,558 355,968 CHF 357,534 CHF 99.93% 99.93%
08/11/2024 0.43% 2.30 CHF 2.31 CHF 158,000 158,000 157,102 157,102 361,430 CHF 363,001 CHF 99.40% 99.40%
07/11/2024 0.45% 2.20 CHF 2.21 CHF 152,000 152,000 151,697 151,697 333,820 CHF 335,337 CHF 100.00% 100.00%

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