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 0.47% 2.09 CHF 2.10 CHF 225,000 100,000 225,000 100,000 479,662 CHF 214,183 CHF 99.37% 99.37%
19/11/2024 0.49% 2.08 CHF 2.09 CHF 225,000 100,000 225,000 100,000 454,628 CHF 203,057 CHF 99.37% 99.37%
18/11/2024 0.50% 2.03 CHF 2.04 CHF 225,000 100,000 225,000 100,000 449,868 CHF 200,941 CHF 99.26% 99.26%
15/11/2024 0.52% 1.96 CHF 1.97 CHF 225,000 100,000 225,000 100,000 435,169 CHF 194,408 CHF 98.76% 98.76%
14/11/2024 0.44% 2.16 CHF 2.17 CHF 225,000 100,000 225,000 100,000 507,853 CHF 226,712 CHF 99.38% 99.38%
13/11/2024 0.45% 2.28 CHF 2.29 CHF 225,000 100,000 225,000 100,000 501,507 CHF 223,892 CHF 99.38% 99.38%
12/11/2024 0.44% 2.25 CHF 2.26 CHF 225,000 100,000 225,000 100,000 508,436 CHF 226,971 CHF 99.38% 99.38%
11/11/2024 0.45% 2.26 CHF 2.27 CHF 225,000 100,000 225,000 100,000 497,240 CHF 221,996 CHF 99.38% 99.38%
08/11/2024 0.49% 2.04 CHF 2.05 CHF 225,000 100,000 225,000 100,000 456,468 CHF 203,875 CHF 99.37% 99.37%
07/11/2024 0.51% 1.97 CHF 1.98 CHF 225,000 100,000 225,000 100,000 440,484 CHF 196,771 CHF 98.38% 98.38%

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