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 0.44% 2.28 CHF 2.29 CHF 550,000 550,000 532,039 532,039 1,201,100 CHF 1,206,420 CHF 100.00% 100.00%
19/11/2024 0.45% 2.24 CHF 2.25 CHF 530,000 530,000 528,203 528,203 1,183,810 CHF 1,189,090 CHF 99.83% 99.83%
18/11/2024 0.44% 2.25 CHF 2.26 CHF 530,000 530,000 527,362 527,362 1,185,410 CHF 1,190,690 CHF 100.00% 100.00%
15/11/2024 0.45% 2.24 CHF 2.25 CHF 530,000 530,000 519,341 519,341 1,159,050 CHF 1,164,250 CHF 100.00% 100.00%
14/11/2024 0.45% 2.21 CHF 2.22 CHF 520,000 520,000 525,221 525,221 1,176,470 CHF 1,181,720 CHF 99.04% 99.04%
13/11/2024 0.45% 2.24 CHF 2.25 CHF 530,000 530,000 519,445 519,445 1,154,260 CHF 1,159,460 CHF 98.99% 98.99%
12/11/2024 0.50% 2.20 CHF 2.21 CHF 520,000 520,000 479,008 479,008 1,016,330 CHF 1,021,270 CHF 97.75% 97.75%
11/11/2024 0.54% 1.85 CHF 1.86 CHF 440,000 440,000 435,188 435,188 804,185 CHF 808,537 CHF 100.00% 100.00%
08/11/2024 0.53% 1.89 CHF 1.90 CHF 440,000 440,000 438,174 438,174 828,286 CHF 832,668 CHF 98.88% 98.88%
07/11/2024 0.54% 1.86 CHF 1.87 CHF 430,000 430,000 428,962 428,962 796,317 CHF 800,607 CHF 100.00% 100.00%

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