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 0.33% 3.00 CHF 3.01 CHF 300,000 100,000 300,000 100,000 895,263 CHF 299,421 CHF 99.33% 99.33%
19/11/2024 0.34% 2.97 CHF 2.98 CHF 300,000 100,000 300,000 100,000 880,305 CHF 294,435 CHF 98.82% 98.82%
18/11/2024 0.34% 2.97 CHF 2.98 CHF 300,000 100,000 300,000 100,000 889,263 CHF 297,421 CHF 97.21% 97.21%
15/11/2024 0.34% 2.98 CHF 2.99 CHF 300,000 100,000 300,000 100,000 882,427 CHF 295,142 CHF 99.20% 99.20%
14/11/2024 0.34% 2.89 CHF 2.90 CHF 300,000 100,000 300,000 100,000 871,891 CHF 291,630 CHF 98.24% 98.24%
13/11/2024 0.33% 2.96 CHF 2.97 CHF 300,000 100,000 300,000 100,000 894,650 CHF 299,217 CHF 96.78% 96.78%
12/11/2024 0.34% 2.99 CHF 3.00 CHF 300,000 100,000 300,000 100,000 879,407 CHF 294,136 CHF 89.48% 89.48%
11/11/2024 0.36% 2.88 CHF 2.89 CHF 300,000 100,000 300,000 100,000 843,454 CHF 282,151 CHF 98.82% 98.82%
08/11/2024 0.36% 2.76 CHF 2.77 CHF 300,000 100,000 300,000 100,000 831,617 CHF 278,206 CHF 93.30% 93.30%
07/11/2024 0.35% 2.78 CHF 2.79 CHF 300,000 100,000 300,000 100,000 853,859 CHF 285,620 CHF 98.29% 98.29%

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