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 0.63% 1.49 CHF 1.50 CHF 1,214,300 1,214,300 1,214,300 1,214,300 1,911,830 CHF 1,923,970 CHF 100.00% 100.00%
19/11/2024 0.68% 1.50 CHF 1.51 CHF 1,139,200 1,139,200 1,139,200 1,139,200 1,663,720 CHF 1,675,120 CHF 100.00% 100.00%
18/11/2024 0.61% 1.64 CHF 1.65 CHF 1,124,400 1,124,400 1,124,400 1,124,400 1,838,080 CHF 1,849,330 CHF 100.00% 100.00%
15/11/2024 0.59% 1.66 CHF 1.67 CHF 1,095,400 1,095,400 1,095,400 1,095,400 1,859,710 CHF 1,870,670 CHF 100.00% 100.00%
14/11/2024 0.59% 1.73 CHF 1.74 CHF 1,227,800 1,227,800 1,227,800 1,227,800 2,092,730 CHF 2,105,010 CHF 100.00% 100.00%
13/11/2024 0.66% 1.49 CHF 1.50 CHF 1,208,800 1,208,800 1,208,800 1,208,800 1,839,170 CHF 1,851,260 CHF 100.00% 100.00%
12/11/2024 0.57% 1.54 CHF 1.55 CHF 970,500 970,500 970,500 970,500 1,705,010 CHF 1,714,720 CHF 100.00% 100.00%
11/11/2024 0.50% 1.99 CHF 2.00 CHF 1,072,400 1,072,400 1,072,400 1,072,400 2,138,460 CHF 2,149,180 CHF 100.00% 100.00%
08/11/2024 0.56% 1.76 CHF 1.77 CHF 997,500 997,500 997,500 997,500 1,781,090 CHF 1,791,070 CHF 100.00% 100.00%
07/11/2024 0.53% 1.94 CHF 1.95 CHF 1,146,400 1,146,400 1,146,400 1,146,400 2,150,760 CHF 2,162,220 CHF 99.67% 99.67%

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