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 0.38% 2.64 CHF 2.65 CHF 300,000 100,000 300,000 100,000 787,665 CHF 263,555 CHF 99.33% 99.33%
19/11/2024 0.39% 2.62 CHF 2.63 CHF 300,000 100,000 300,000 100,000 772,897 CHF 258,632 CHF 98.83% 98.83%
18/11/2024 0.38% 2.61 CHF 2.62 CHF 300,000 100,000 300,000 100,000 781,297 CHF 261,432 CHF 97.27% 97.27%
15/11/2024 0.39% 2.62 CHF 2.63 CHF 300,000 100,000 300,000 100,000 774,223 CHF 259,074 CHF 99.22% 99.22%
14/11/2024 0.39% 2.53 CHF 2.54 CHF 300,000 100,000 300,000 100,000 763,710 CHF 255,570 CHF 98.24% 98.24%
13/11/2024 0.38% 2.60 CHF 2.61 CHF 300,000 100,000 300,000 100,000 787,226 CHF 263,409 CHF 96.89% 96.89%
12/11/2024 0.39% 2.63 CHF 2.64 CHF 300,000 100,000 300,000 100,000 772,110 CHF 258,370 CHF 89.38% 89.38%
11/11/2024 0.41% 2.53 CHF 2.54 CHF 300,000 100,000 300,000 100,000 736,604 CHF 246,535 CHF 98.82% 98.82%
08/11/2024 0.41% 2.40 CHF 2.41 CHF 300,000 100,000 300,000 100,000 725,712 CHF 242,904 CHF 93.33% 93.33%
07/11/2024 0.40% 2.43 CHF 2.44 CHF 300,000 100,000 300,000 100,000 746,925 CHF 249,975 CHF 98.26% 98.26%

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