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 0.54% 1.89 CHF 1.90 CHF 100,000 90,226 99,061 89,389 186,490 CHF 169,176 CHF 100.00% 100.00%
19/11/2024 0.53% 1.90 CHF 1.91 CHF 100,000 90,226 99,051 89,380 188,189 CHF 170,710 CHF 98.88% 98.88%
18/11/2024 0.53% 1.89 CHF 1.90 CHF 100,000 90,226 99,064 89,391 187,231 CHF 169,845 CHF 100.00% 100.00%
15/11/2024 0.52% 1.90 CHF 1.91 CHF 100,000 90,226 100,000 90,226 190,070 CHF 172,395 CHF 72.10% 72.10%
14/11/2024 0.53% 1.90 CHF 1.91 CHF 100,000 90,226 99,060 89,388 188,612 CHF 171,091 CHF 100.00% 100.00%
13/11/2024 0.53% 1.91 CHF 1.92 CHF 100,000 90,226 99,054 89,383 188,990 CHF 171,433 CHF 99.32% 99.32%
12/11/2024 0.53% 1.91 CHF 1.92 CHF 100,000 90,226 99,058 89,386 187,891 CHF 170,440 CHF 100.00% 100.00%
11/11/2024 0.54% 1.87 CHF 1.88 CHF 100,000 90,226 99,063 89,391 184,416 CHF 167,305 CHF 100.00% 100.00%
08/11/2024 0.54% 1.87 CHF 1.88 CHF 100,000 90,226 99,062 89,390 184,631 CHF 167,499 CHF 100.00% 100.00%
07/11/2024 0.54% 1.86 CHF 1.87 CHF 100,000 90,226 99,064 89,392 185,411 CHF 168,203 CHF 100.00% 100.00%

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