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 0.60% 1.68 CHF 1.69 CHF 250,000 100,000 250,000 100,000 417,746 CHF 168,098 CHF 99.16% 99.16%
19/11/2024 0.60% 1.66 CHF 1.67 CHF 250,000 100,000 250,000 100,000 418,132 CHF 168,253 CHF 99.16% 99.16%
18/11/2024 0.60% 1.65 CHF 1.66 CHF 250,000 100,000 250,000 100,000 412,179 CHF 165,872 CHF 99.22% 99.22%
15/11/2024 0.61% 1.65 CHF 1.66 CHF 250,000 100,000 250,000 100,000 410,643 CHF 165,257 CHF 99.17% 99.17%
14/11/2024 0.60% 1.65 CHF 1.66 CHF 250,000 100,000 250,000 100,000 415,808 CHF 167,323 CHF 99.15% 99.15%
13/11/2024 0.60% 1.66 CHF 1.67 CHF 250,000 100,000 250,000 100,000 414,612 CHF 166,845 CHF 99.17% 99.17%
12/11/2024 0.61% 1.65 CHF 1.66 CHF 250,000 100,000 250,000 100,000 410,682 CHF 165,273 CHF 99.16% 99.16%
11/11/2024 0.63% 1.59 CHF 1.60 CHF 250,000 100,000 250,000 100,000 397,649 CHF 160,060 CHF 99.17% 99.17%
08/11/2024 0.62% 1.61 CHF 1.62 CHF 250,000 100,000 250,000 100,000 399,022 CHF 160,609 CHF 99.16% 99.16%
07/11/2024 0.64% 1.57 CHF 1.58 CHF 250,000 100,000 250,000 100,000 390,716 CHF 157,286 CHF 97.98% 97.98%

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