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 0.52% 1.95 CHF 1.96 CHF 250,000 100,000 250,000 100,000 482,351 CHF 193,941 CHF 99.17% 99.17%
19/11/2024 0.51% 1.92 CHF 1.93 CHF 250,000 100,000 250,000 100,000 484,322 CHF 194,729 CHF 99.17% 99.17%
18/11/2024 0.53% 1.91 CHF 1.92 CHF 250,000 100,000 250,000 100,000 473,417 CHF 190,367 CHF 99.23% 99.23%
15/11/2024 0.54% 1.86 CHF 1.87 CHF 250,000 100,000 250,000 100,000 463,762 CHF 186,505 CHF 99.17% 99.17%
14/11/2024 0.53% 1.85 CHF 1.86 CHF 250,000 100,000 250,000 100,000 473,078 CHF 190,231 CHF 99.16% 99.16%
13/11/2024 0.52% 1.92 CHF 1.93 CHF 250,000 100,000 250,000 100,000 477,600 CHF 192,040 CHF 99.17% 99.17%
12/11/2024 0.53% 1.92 CHF 1.93 CHF 250,000 100,000 250,000 100,000 472,088 CHF 189,835 CHF 99.16% 99.16%
11/11/2024 0.55% 1.83 CHF 1.84 CHF 250,000 100,000 250,000 100,000 449,765 CHF 180,906 CHF 99.17% 99.17%
08/11/2024 0.56% 1.82 CHF 1.83 CHF 250,000 100,000 250,000 100,000 448,490 CHF 180,396 CHF 99.17% 99.17%
07/11/2024 0.60% 1.70 CHF 1.71 CHF 250,000 100,000 250,000 100,000 418,888 CHF 168,555 CHF 98.00% 98.00%

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