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 0.34% 2.99 CHF 3.00 CHF 280,000 280,000 114,131 114,131 340,251 CHF 341,395 CHF 99.89% 99.89%
19/11/2024 0.35% 2.97 CHF 2.98 CHF 280,000 280,000 110,664 110,664 325,130 CHF 326,239 CHF 99.95% 99.95%
18/11/2024 0.34% 2.96 CHF 2.97 CHF 280,000 280,000 107,079 107,079 315,818 CHF 316,891 CHF 99.89% 99.89%
15/11/2024 0.35% 2.97 CHF 2.98 CHF 280,000 280,000 111,143 111,143 326,912 CHF 328,027 CHF 100.00% 100.00%
14/11/2024 0.35% 2.88 CHF 2.89 CHF 270,000 270,000 109,041 109,041 315,156 CHF 316,249 CHF 99.76% 99.76%
13/11/2024 0.34% 2.95 CHF 2.96 CHF 280,000 280,000 113,507 113,507 336,621 CHF 337,759 CHF 100.00% 100.00%
12/11/2024 0.35% 2.98 CHF 2.99 CHF 280,000 280,000 111,382 111,382 327,005 CHF 328,121 CHF 99.95% 99.95%
11/11/2024 0.36% 2.88 CHF 2.89 CHF 270,000 270,000 102,904 102,904 289,463 CHF 290,494 CHF 99.36% 99.36%
08/11/2024 0.37% 2.75 CHF 2.76 CHF 260,000 260,000 103,098 103,098 284,711 CHF 285,744 CHF 99.53% 99.53%
07/11/2024 0.36% 2.77 CHF 2.78 CHF 260,000 260,000 108,124 108,124 304,569 CHF 305,652 CHF 99.86% 99.86%

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