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% 2.31 CHF 2.32 CHF 750,000 750,000 334,552 334,552 770,789 CHF 774,140 CHF 99.90% 99.90%
19/11/2024 0.45% 2.28 CHF 2.29 CHF 750,000 750,000 317,219 317,219 720,290 CHF 723,470 CHF 99.91% 99.91%
18/11/2024 0.44% 2.28 CHF 2.29 CHF 750,000 750,000 333,983 333,983 768,506 CHF 771,850 CHF 98.22% 98.22%
15/11/2024 0.44% 2.32 CHF 2.33 CHF 750,000 750,000 313,746 313,746 721,882 CHF 725,024 CHF 99.71% 99.71%
14/11/2024 0.46% 2.24 CHF 2.25 CHF 650,000 650,000 299,622 299,622 671,360 CHF 674,362 CHF 100.00% 100.00%
13/11/2024 0.46% 2.21 CHF 2.22 CHF 650,000 650,000 291,023 291,023 642,308 CHF 645,223 CHF 100.00% 100.00%
12/11/2024 0.46% 2.21 CHF 2.22 CHF 650,000 650,000 290,371 290,371 639,741 CHF 642,650 CHF 99.93% 99.93%
11/11/2024 0.48% 2.19 CHF 2.20 CHF 650,000 650,000 276,702 276,702 595,264 CHF 598,036 CHF 99.90% 99.90%
08/11/2024 0.49% 2.11 CHF 2.12 CHF 600,000 600,000 255,728 255,728 528,782 CHF 531,344 CHF 98.97% 98.97%
07/11/2024 0.51% 2.03 CHF 2.04 CHF 550,000 550,000 199,487 199,487 400,416 CHF 402,413 CHF 97.44% 97.44%

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