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% 1.41 CHF 1.42 CHF 138,800 138,800 138,543 138,543 193,224 CHF 194,609 CHF 100.00% 100.00%
19/11/2024 0.72% 1.40 CHF 1.41 CHF 152,500 152,500 152,188 152,188 210,992 CHF 212,514 CHF 100.00% 100.00%
18/11/2024 0.77% 1.28 CHF 1.29 CHF 143,100 143,100 143,100 143,100 184,255 CHF 185,686 CHF 100.00% 100.00%
15/11/2024 0.77% 1.33 CHF 1.34 CHF 156,000 156,000 154,499 154,499 200,373 CHF 201,918 CHF 100.00% 100.00%
14/11/2024 0.78% 1.25 CHF 1.26 CHF 142,900 142,900 143,938 143,938 184,362 CHF 185,801 CHF 100.00% 100.00%
13/11/2024 0.75% 1.33 CHF 1.34 CHF 148,600 148,600 147,854 147,854 196,607 CHF 198,086 CHF 100.00% 100.00%
12/11/2024 0.77% 1.32 CHF 1.33 CHF 156,600 156,600 156,600 156,600 203,446 CHF 205,012 CHF 99.85% 99.85%
11/11/2024 0.82% 1.24 CHF 1.25 CHF 154,600 154,600 153,456 153,456 187,229 CHF 188,764 CHF 99.66% 99.66%
08/11/2024 0.81% 1.24 CHF 1.25 CHF 159,300 159,300 158,802 158,802 194,830 CHF 196,418 CHF 98.72% 98.72%
07/11/2024 0.84% 1.21 CHF 1.22 CHF 156,700 156,700 156,700 156,700 186,554 CHF 188,121 CHF 100.00% 100.00%

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