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 0.44% 2.23 CHF 2.24 CHF 500,000 150,000 500,000 150,000 1,140,080 CHF 343,523 CHF 99.38% 99.38%
19/11/2024 0.45% 2.23 CHF 2.24 CHF 500,000 150,000 500,000 150,000 1,098,500 CHF 331,050 CHF 99.38% 99.38%
18/11/2024 0.45% 2.22 CHF 2.23 CHF 500,000 150,000 500,000 150,000 1,118,270 CHF 336,980 CHF 99.38% 99.38%
15/11/2024 0.44% 2.26 CHF 2.27 CHF 500,000 150,000 500,000 150,000 1,137,530 CHF 342,760 CHF 99.34% 99.34%
14/11/2024 0.44% 2.24 CHF 2.25 CHF 500,000 150,000 500,000 150,000 1,122,780 CHF 338,335 CHF 99.38% 99.38%
13/11/2024 0.45% 2.29 CHF 2.30 CHF 500,000 150,000 500,000 150,000 1,117,740 CHF 336,822 CHF 99.38% 99.38%
12/11/2024 0.44% 2.24 CHF 2.25 CHF 500,000 150,000 500,000 150,000 1,134,400 CHF 341,821 CHF 99.14% 99.14%
11/11/2024 0.42% 2.32 CHF 2.33 CHF 500,000 150,000 500,000 150,000 1,175,420 CHF 354,125 CHF 99.13% 99.13%
08/11/2024 0.44% 2.28 CHF 2.29 CHF 500,000 150,000 500,000 150,000 1,144,650 CHF 344,894 CHF 99.38% 99.38%
07/11/2024 0.44% 2.24 CHF 2.25 CHF 500,000 150,000 500,000 150,000 1,132,860 CHF 341,358 CHF 98.56% 98.56%

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