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 0.46% 2.30 CHF 2.31 CHF 390,000 390,000 116,483 116,483 266,908 CHF 268,082 CHF 96.76% 99.02%
19/11/2024 0.47% 2.19 CHF 2.20 CHF 400,000 400,000 135,868 135,868 293,345 CHF 294,705 CHF 99.26% 99.26%
18/11/2024 0.50% 2.14 CHF 2.15 CHF 410,000 410,000 133,704 133,704 277,172 CHF 278,511 CHF 98.60% 98.60%
15/11/2024 0.49% 2.05 CHF 2.06 CHF 420,000 420,000 129,035 129,035 268,264 CHF 269,556 CHF 99.47% 99.47%
14/11/2024 0.49% 2.13 CHF 2.14 CHF 400,000 400,000 123,173 123,173 262,026 CHF 263,263 CHF 99.14% 99.14%
13/11/2024 0.50% 2.09 CHF 2.10 CHF 400,000 400,000 135,119 135,119 279,224 CHF 280,580 CHF 99.61% 99.61%
12/11/2024 0.52% 2.00 CHF 2.01 CHF 430,000 430,000 137,781 137,781 274,771 CHF 276,156 CHF 99.17% 99.17%
11/11/2024 0.56% 1.96 CHF 1.99 CHF 43,000 43,000 125,907 125,907 244,587 CHF 245,880 CHF 99.31% 99.31%
08/11/2024 0.54% 1.89 CHF 1.90 CHF 440,000 440,000 140,773 140,773 268,790 CHF 270,204 CHF 99.63% 99.63%
07/11/2024 0.56% 1.89 CHF 1.90 CHF 450,000 450,000 143,275 143,275 266,826 CHF 268,265 CHF 99.83% 99.83%

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