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 0.71% 1.40 CHF 1.41 CHF 192,800 192,800 189,917 189,917 267,065 CHF 268,964 CHF 100.00% 100.00%
19/11/2024 0.69% 1.46 CHF 1.47 CHF 188,100 188,100 195,272 195,272 282,625 CHF 284,578 CHF 100.00% 100.00%
18/11/2024 0.72% 1.40 CHF 1.41 CHF 200,000 200,000 199,699 199,699 276,710 CHF 278,707 CHF 100.00% 100.00%
15/11/2024 0.73% 1.37 CHF 1.38 CHF 199,600 199,600 201,191 201,191 275,504 CHF 277,516 CHF 98.67% 98.67%
14/11/2024 0.73% 1.38 CHF 1.39 CHF 202,200 202,200 191,062 191,062 259,332 CHF 261,243 CHF 99.91% 99.91%
13/11/2024 0.68% 1.44 CHF 1.45 CHF 183,800 183,800 182,298 182,298 266,564 CHF 268,387 CHF 100.00% 100.00%
12/11/2024 0.67% 1.48 CHF 1.49 CHF 181,300 181,300 179,557 179,557 266,390 CHF 268,186 CHF 100.00% 100.00%
11/11/2024 0.65% 1.51 CHF 1.52 CHF 178,400 178,400 167,518 167,518 255,586 CHF 257,261 CHF 100.00% 100.00%
08/11/2024 0.60% 1.63 CHF 1.64 CHF 160,300 160,300 163,915 163,915 273,608 CHF 275,247 CHF 100.00% 100.00%
07/11/2024 0.62% 1.67 CHF 1.68 CHF 166,300 166,300 168,053 168,053 272,379 CHF 274,059 CHF 100.00% 100.00%

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