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 0.55% 1.77 CHF 1.78 CHF 109,000 109,000 108,713 108,713 197,067 CHF 198,154 CHF 100.00% 100.00%
19/11/2024 0.59% 1.73 CHF 1.74 CHF 114,000 114,000 113,531 113,531 191,219 CHF 192,354 CHF 100.00% 100.00%
18/11/2024 0.59% 1.71 CHF 1.72 CHF 115,900 115,900 115,423 115,423 194,330 CHF 195,484 CHF 100.00% 100.00%
15/11/2024 0.59% 1.65 CHF 1.66 CHF 109,800 109,800 109,287 109,287 184,875 CHF 185,968 CHF 100.00% 100.00%
14/11/2024 0.57% 1.76 CHF 1.77 CHF 109,200 109,200 109,666 109,666 191,494 CHF 192,590 CHF 100.00% 100.00%
13/11/2024 0.59% 1.73 CHF 1.74 CHF 110,700 110,700 110,045 110,045 186,603 CHF 187,703 CHF 100.00% 100.00%
12/11/2024 0.55% 1.79 CHF 1.80 CHF 105,900 105,900 105,464 105,464 190,116 CHF 191,171 CHF 100.00% 100.00%
11/11/2024 0.54% 1.81 CHF 1.82 CHF 106,100 106,100 105,663 105,663 196,064 CHF 197,121 CHF 100.00% 100.00%
08/11/2024 0.55% 1.82 CHF 1.83 CHF 107,200 107,200 106,754 106,754 194,029 CHF 195,096 CHF 99.18% 99.18%
07/11/2024 0.58% 1.78 CHF 1.79 CHF 118,300 118,300 119,032 119,032 206,148 CHF 207,339 CHF 100.00% 100.00%

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