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 0.56% 1.80 CHF 1.81 CHF 250,000 100,000 250,000 100,000 447,855 CHF 180,142 CHF 99.16% 99.16%
19/11/2024 0.56% 1.79 CHF 1.80 CHF 250,000 100,000 250,000 100,000 448,491 CHF 180,396 CHF 99.17% 99.17%
18/11/2024 0.56% 1.77 CHF 1.78 CHF 250,000 100,000 250,000 100,000 442,297 CHF 177,919 CHF 99.21% 99.21%
15/11/2024 0.57% 1.77 CHF 1.78 CHF 250,000 100,000 250,000 100,000 440,945 CHF 177,378 CHF 99.16% 99.16%
14/11/2024 0.56% 1.78 CHF 1.79 CHF 250,000 100,000 250,000 100,000 445,930 CHF 179,372 CHF 99.15% 99.15%
13/11/2024 0.56% 1.78 CHF 1.79 CHF 250,000 100,000 250,000 100,000 444,867 CHF 178,947 CHF 99.16% 99.16%
12/11/2024 0.57% 1.77 CHF 1.78 CHF 250,000 100,000 250,000 100,000 440,836 CHF 177,334 CHF 99.17% 99.17%
11/11/2024 0.58% 1.71 CHF 1.72 CHF 250,000 100,000 250,000 100,000 427,678 CHF 172,071 CHF 99.17% 99.17%
08/11/2024 0.58% 1.73 CHF 1.74 CHF 250,000 100,000 250,000 100,000 429,399 CHF 172,760 CHF 99.17% 99.17%
07/11/2024 0.59% 1.69 CHF 1.70 CHF 250,000 100,000 250,000 100,000 420,828 CHF 169,331 CHF 97.98% 97.98%

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