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 0.35% 2.94 CHF 2.95 CHF 280,000 280,000 114,115 114,115 334,634 CHF 335,778 CHF 99.89% 99.89%
19/11/2024 0.35% 2.92 CHF 2.93 CHF 280,000 280,000 110,695 110,695 319,866 CHF 320,975 CHF 99.95% 99.95%
18/11/2024 0.35% 2.92 CHF 2.93 CHF 280,000 280,000 107,063 107,063 310,554 CHF 311,626 CHF 99.89% 99.89%
15/11/2024 0.36% 2.92 CHF 2.93 CHF 280,000 280,000 111,178 111,178 321,626 CHF 322,741 CHF 100.00% 100.00%
14/11/2024 0.36% 2.83 CHF 2.84 CHF 270,000 270,000 109,040 109,040 309,971 CHF 311,063 CHF 99.76% 99.76%
13/11/2024 0.35% 2.90 CHF 2.91 CHF 280,000 280,000 113,494 113,494 331,014 CHF 332,151 CHF 100.00% 100.00%
12/11/2024 0.35% 2.94 CHF 2.95 CHF 280,000 280,000 111,409 111,409 321,707 CHF 322,823 CHF 99.95% 99.95%
11/11/2024 0.37% 2.83 CHF 2.84 CHF 270,000 270,000 102,896 102,896 284,561 CHF 285,592 CHF 99.35% 99.35%
08/11/2024 0.37% 2.70 CHF 2.71 CHF 260,000 260,000 103,098 103,098 279,929 CHF 280,962 CHF 99.53% 99.53%
07/11/2024 0.37% 2.73 CHF 2.74 CHF 260,000 260,000 108,128 108,128 299,440 CHF 300,523 CHF 99.86% 99.86%

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