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 0.49% 1.99 CHF 2.00 CHF 130,000 130,000 121,130 121,130 245,947 CHF 247,158 CHF 100.00% 100.00%
19/11/2024 0.51% 1.99 CHF 2.00 CHF 130,000 130,000 130,000 130,000 255,283 CHF 256,583 CHF 99.83% 99.83%
18/11/2024 0.50% 1.98 CHF 1.99 CHF 130,000 130,000 128,133 128,133 255,588 CHF 256,869 CHF 100.00% 100.00%
15/11/2024 0.49% 2.01 CHF 2.02 CHF 120,000 120,000 122,595 122,595 248,508 CHF 249,734 CHF 100.00% 100.00%
14/11/2024 0.50% 2.00 CHF 2.01 CHF 130,000 130,000 129,005 129,005 258,624 CHF 259,914 CHF 100.00% 100.00%
13/11/2024 0.50% 2.04 CHF 2.05 CHF 120,000 120,000 126,492 126,492 252,339 CHF 253,604 CHF 100.00% 100.00%
12/11/2024 0.49% 2.00 CHF 2.01 CHF 130,000 130,000 122,198 122,198 247,129 CHF 248,351 CHF 99.86% 99.86%
11/11/2024 0.48% 2.07 CHF 2.08 CHF 120,000 120,000 120,000 120,000 250,708 CHF 251,908 CHF 100.00% 100.00%
08/11/2024 0.49% 2.04 CHF 2.05 CHF 120,000 120,000 120,000 120,000 244,853 CHF 246,053 CHF 98.88% 98.88%
07/11/2024 0.49% 2.00 CHF 2.01 CHF 130,000 130,000 123,476 123,476 249,629 CHF 250,863 CHF 100.00% 100.00%

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