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 0.40% 2.53 CHF 2.54 CHF 750,000 750,000 334,576 334,576 846,423 CHF 849,775 CHF 99.90% 99.90%
19/11/2024 0.41% 2.51 CHF 2.52 CHF 750,000 750,000 317,251 317,251 792,462 CHF 795,643 CHF 99.83% 99.83%
18/11/2024 0.40% 2.51 CHF 2.52 CHF 750,000 750,000 334,011 334,011 843,965 CHF 847,309 CHF 98.23% 98.23%
15/11/2024 0.40% 2.55 CHF 2.56 CHF 750,000 750,000 313,763 313,763 793,253 CHF 796,395 CHF 99.71% 99.71%
14/11/2024 0.41% 2.46 CHF 2.47 CHF 650,000 650,000 299,611 299,611 739,216 CHF 742,217 CHF 100.00% 100.00%
13/11/2024 0.42% 2.44 CHF 2.45 CHF 650,000 650,000 291,039 291,039 707,071 CHF 709,987 CHF 100.00% 100.00%
12/11/2024 0.42% 2.43 CHF 2.44 CHF 650,000 650,000 290,499 290,499 704,580 CHF 707,490 CHF 99.86% 99.86%
11/11/2024 0.43% 2.41 CHF 2.42 CHF 650,000 650,000 276,710 276,710 655,893 CHF 658,665 CHF 99.90% 99.90%
08/11/2024 0.45% 2.32 CHF 2.33 CHF 600,000 600,000 255,841 255,841 584,359 CHF 586,922 CHF 98.88% 98.88%
07/11/2024 0.46% 2.24 CHF 2.25 CHF 550,000 550,000 199,460 199,460 443,073 CHF 445,070 CHF 97.44% 97.44%

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