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 0.45% 2.24 CHF 2.25 CHF 300,000 300,000 133,715 133,715 299,467 CHF 300,807 CHF 99.90% 99.90%
19/11/2024 0.47% 2.20 CHF 2.21 CHF 300,000 300,000 126,870 126,870 275,477 CHF 276,749 CHF 99.91% 99.91%
18/11/2024 0.45% 2.19 CHF 2.20 CHF 300,000 300,000 133,492 133,492 297,165 CHF 298,502 CHF 98.22% 98.22%
15/11/2024 0.46% 2.27 CHF 2.28 CHF 300,000 300,000 125,215 125,215 278,023 CHF 279,277 CHF 99.71% 99.71%
14/11/2024 0.50% 2.06 CHF 2.07 CHF 260,000 260,000 119,743 119,743 247,895 CHF 249,094 CHF 100.00% 100.00%
13/11/2024 0.51% 2.02 CHF 2.03 CHF 260,000 260,000 116,298 116,298 233,262 CHF 234,427 CHF 100.00% 100.00%
12/11/2024 0.51% 2.01 CHF 2.02 CHF 260,000 260,000 116,056 116,056 232,100 CHF 233,263 CHF 99.93% 99.93%
11/11/2024 0.55% 1.96 CHF 1.97 CHF 260,000 260,000 110,685 110,685 208,058 CHF 209,166 CHF 99.90% 99.90%
08/11/2024 0.61% 1.79 CHF 1.80 CHF 240,000 240,000 102,186 102,186 173,696 CHF 174,719 CHF 98.97% 98.97%
07/11/2024 0.78% 1.60 CHF 1.61 CHF 220,000 220,000 79,783 79,783 123,211 CHF 124,043 CHF 97.33% 97.33%

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