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 0.42% 2.35 CHF 2.36 CHF 250,000 100,000 250,000 100,000 598,831 CHF 240,532 CHF 99.38% 99.38%
19/11/2024 0.43% 2.34 CHF 2.35 CHF 250,000 100,000 250,000 100,000 578,282 CHF 232,313 CHF 99.38% 99.38%
18/11/2024 0.42% 2.33 CHF 2.34 CHF 250,000 100,000 250,000 100,000 587,816 CHF 236,126 CHF 99.38% 99.38%
15/11/2024 0.42% 2.38 CHF 2.39 CHF 250,000 100,000 250,000 100,000 597,957 CHF 240,183 CHF 99.37% 99.37%
14/11/2024 0.42% 2.35 CHF 2.36 CHF 250,000 100,000 250,000 100,000 590,764 CHF 237,305 CHF 99.38% 99.38%
13/11/2024 0.42% 2.41 CHF 2.42 CHF 250,000 100,000 250,000 100,000 587,936 CHF 236,174 CHF 99.38% 99.38%
12/11/2024 0.42% 2.36 CHF 2.37 CHF 250,000 100,000 250,000 100,000 596,416 CHF 239,566 CHF 99.11% 99.11%
11/11/2024 0.40% 2.44 CHF 2.45 CHF 250,000 100,000 250,000 100,000 617,008 CHF 247,803 CHF 99.38% 99.38%
08/11/2024 0.41% 2.40 CHF 2.41 CHF 250,000 100,000 250,000 100,000 601,834 CHF 241,734 CHF 99.38% 99.38%
07/11/2024 0.42% 2.36 CHF 2.37 CHF 250,000 100,000 250,000 100,000 596,134 CHF 239,454 CHF 98.69% 98.69%

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