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 0.62% 1.51 CHF 1.52 CHF 293,600 293,600 293,600 293,600 473,525 CHF 476,461 CHF 100.00% 100.00%
19/11/2024 0.66% 1.54 CHF 1.55 CHF 271,500 271,500 271,500 271,500 409,511 CHF 412,226 CHF 100.00% 100.00%
18/11/2024 0.59% 1.72 CHF 1.73 CHF 268,500 268,500 268,499 268,499 452,337 CHF 455,022 CHF 99.03% 99.03%
15/11/2024 0.55% 1.73 CHF 1.74 CHF 248,700 248,700 248,700 248,700 449,651 CHF 452,138 CHF 100.00% 100.00%
14/11/2024 0.55% 1.89 CHF 1.90 CHF 291,600 291,600 291,600 291,600 528,388 CHF 531,304 CHF 99.08% 99.08%
13/11/2024 0.63% 1.56 CHF 1.57 CHF 289,000 289,000 289,000 289,000 456,339 CHF 459,229 CHF 100.00% 100.00%
12/11/2024 0.54% 1.60 CHF 1.61 CHF 228,800 228,800 228,800 228,800 423,656 CHF 425,944 CHF 100.00% 100.00%
11/11/2024 0.48% 2.08 CHF 2.09 CHF 249,900 249,900 249,900 249,900 523,381 CHF 525,880 CHF 100.00% 100.00%
08/11/2024 0.51% 1.88 CHF 1.89 CHF 226,600 226,600 226,600 226,600 439,498 CHF 441,764 CHF 100.00% 100.00%
07/11/2024 0.49% 2.12 CHF 2.13 CHF 248,000 248,000 248,000 248,000 509,582 CHF 512,062 CHF 99.68% 99.68%

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