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 0.57% 1.71 CHF 1.72 CHF 150,000 150,000 150,000 150,000 262,498 CHF 263,998 CHF 100.00% 100.00%
19/11/2024 0.57% 1.74 CHF 1.75 CHF 150,000 150,000 150,000 150,000 261,048 CHF 262,548 CHF 99.88% 99.88%
18/11/2024 0.55% 1.79 CHF 1.80 CHF 150,000 150,000 148,535 148,535 267,657 CHF 269,143 CHF 100.00% 100.00%
15/11/2024 0.54% 1.83 CHF 1.84 CHF 145,000 145,000 145,293 145,293 269,553 CHF 271,006 CHF 100.00% 100.00%
14/11/2024 0.51% 1.97 CHF 1.98 CHF 145,000 145,000 145,000 145,000 282,775 CHF 284,225 CHF 100.00% 100.00%
13/11/2024 0.50% 1.99 CHF 2.00 CHF 145,000 145,000 142,230 142,230 285,012 CHF 286,434 CHF 100.00% 100.00%
12/11/2024 0.50% 1.98 CHF 1.99 CHF 145,000 145,000 142,673 142,673 284,520 CHF 285,946 CHF 99.90% 99.90%
11/11/2024 0.49% 2.05 CHF 2.06 CHF 140,000 140,000 140,000 140,000 287,338 CHF 288,738 CHF 100.00% 100.00%
08/11/2024 0.50% 1.99 CHF 2.00 CHF 145,000 145,000 141,998 141,998 285,550 CHF 286,970 CHF 98.91% 98.91%
07/11/2024 0.49% 2.07 CHF 2.08 CHF 140,000 140,000 140,000 140,000 287,616 CHF 289,016 CHF 100.00% 100.00%

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