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 0.37% 2.77 CHF 2.78 CHF 280,000 280,000 114,127 114,127 314,820 CHF 315,963 CHF 99.89% 99.89%
19/11/2024 0.38% 2.74 CHF 2.75 CHF 280,000 280,000 110,692 110,692 300,616 CHF 301,725 CHF 99.95% 99.95%
18/11/2024 0.37% 2.74 CHF 2.75 CHF 280,000 280,000 107,083 107,083 291,959 CHF 293,032 CHF 99.89% 99.89%
15/11/2024 0.38% 2.74 CHF 2.75 CHF 280,000 280,000 111,179 111,179 302,137 CHF 303,253 CHF 100.00% 100.00%
14/11/2024 0.38% 2.66 CHF 2.67 CHF 270,000 270,000 109,048 109,048 290,895 CHF 291,987 CHF 99.76% 99.76%
13/11/2024 0.37% 2.73 CHF 2.74 CHF 280,000 280,000 113,501 113,501 311,370 CHF 312,507 CHF 100.00% 100.00%
12/11/2024 0.38% 2.76 CHF 2.77 CHF 280,000 280,000 111,406 111,406 302,351 CHF 303,467 CHF 99.95% 99.95%
11/11/2024 0.39% 2.66 CHF 2.67 CHF 270,000 270,000 102,895 102,895 266,785 CHF 267,816 CHF 99.36% 99.36%
08/11/2024 0.40% 2.53 CHF 2.54 CHF 260,000 260,000 103,098 103,098 262,228 CHF 263,260 CHF 99.53% 99.53%
07/11/2024 0.39% 2.55 CHF 2.56 CHF 260,000 260,000 108,129 108,129 280,888 CHF 281,972 CHF 99.86% 99.86%

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