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 0.51% 1.93 CHF 1.94 CHF 160,000 160,000 159,679 159,679 313,585 CHF 315,182 CHF 99.47% 99.47%
19/11/2024 0.52% 1.92 CHF 1.93 CHF 164,000 164,000 162,720 162,720 311,314 CHF 312,941 CHF 99.40% 99.40%
18/11/2024 0.50% 2.00 CHF 2.01 CHF 160,000 160,000 159,340 159,340 317,251 CHF 318,845 CHF 99.89% 99.89%
15/11/2024 0.51% 1.97 CHF 1.98 CHF 160,000 160,000 159,340 159,340 314,182 CHF 315,776 CHF 100.00% 100.00%
14/11/2024 0.52% 1.96 CHF 1.97 CHF 160,000 160,000 161,294 161,294 310,373 CHF 311,986 CHF 98.64% 98.64%
13/11/2024 0.52% 1.84 CHF 1.85 CHF 164,000 164,000 162,906 162,906 309,659 CHF 311,288 CHF 100.00% 100.00%
12/11/2024 0.51% 1.91 CHF 1.92 CHF 164,000 164,000 159,818 159,818 313,100 CHF 314,698 CHF 99.88% 99.88%
11/11/2024 0.51% 2.00 CHF 2.01 CHF 160,000 160,000 159,796 159,796 311,692 CHF 313,290 CHF 100.00% 100.00%
08/11/2024 0.53% 1.85 CHF 1.86 CHF 164,000 164,000 162,819 162,819 305,898 CHF 307,526 CHF 98.50% 98.50%
07/11/2024 0.49% 1.99 CHF 2.00 CHF 160,000 160,000 156,109 156,109 316,051 CHF 317,612 CHF 100.00% 100.00%

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