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 0.76% 1.27 CHF 1.28 CHF 298,900 298,900 132,491 132,491 174,029 CHF 175,358 CHF 99.90% 99.90%
19/11/2024 0.80% 1.32 CHF 1.33 CHF 311,500 311,500 139,689 139,689 178,247 CHF 179,646 CHF 100.00% 100.00%
18/11/2024 0.76% 1.33 CHF 1.34 CHF 303,200 303,200 135,035 135,035 181,469 CHF 182,822 CHF 99.90% 99.90%
15/11/2024 0.68% 1.37 CHF 1.38 CHF 263,200 263,200 113,587 113,587 167,198 CHF 168,342 CHF 99.69% 99.69%
14/11/2024 0.60% 1.61 CHF 1.62 CHF 244,200 244,200 106,016 106,016 176,718 CHF 177,780 CHF 100.00% 100.00%
13/11/2024 0.67% 1.61 CHF 1.62 CHF 261,800 261,800 117,744 117,744 181,692 CHF 182,871 CHF 100.00% 100.00%
12/11/2024 0.70% 1.44 CHF 1.45 CHF 276,200 276,200 123,243 123,243 179,372 CHF 180,607 CHF 100.00% 100.00%
11/11/2024 0.68% 1.45 CHF 1.46 CHF 270,500 270,500 119,990 119,990 178,670 CHF 179,872 CHF 100.00% 100.00%
08/11/2024 0.67% 1.50 CHF 1.51 CHF 263,100 263,100 117,441 117,441 177,268 CHF 178,445 CHF 100.00% 100.00%
07/11/2024 0.70% 1.55 CHF 1.56 CHF 274,100 274,100 122,401 122,401 183,250 CHF 184,478 CHF 99.33% 99.33%

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