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 0.57% 1.76 CHF 1.77 CHF 131,000 131,000 129,301 129,301 225,360 CHF 226,653 CHF 100.00% 100.00%
19/11/2024 0.57% 1.75 CHF 1.76 CHF 130,000 130,000 129,933 129,933 227,693 CHF 228,992 CHF 100.00% 100.00%
18/11/2024 0.58% 1.73 CHF 1.74 CHF 128,000 128,000 128,567 128,567 222,438 CHF 223,723 CHF 100.00% 100.00%
15/11/2024 0.59% 1.71 CHF 1.72 CHF 128,000 128,000 126,945 126,945 215,994 CHF 217,264 CHF 100.00% 100.00%
14/11/2024 0.59% 1.68 CHF 1.69 CHF 126,000 126,000 126,712 126,712 214,900 CHF 216,168 CHF 100.00% 100.00%
13/11/2024 0.59% 1.70 CHF 1.71 CHF 127,000 127,000 126,475 126,475 214,201 CHF 215,466 CHF 100.00% 100.00%
12/11/2024 0.61% 1.68 CHF 1.69 CHF 126,000 126,000 123,947 123,947 203,924 CHF 205,164 CHF 100.00% 100.00%
11/11/2024 0.62% 1.62 CHF 1.63 CHF 122,000 122,000 122,266 122,266 197,486 CHF 198,708 CHF 100.00% 100.00%
08/11/2024 0.60% 1.66 CHF 1.67 CHF 125,000 125,000 124,042 124,042 204,897 CHF 206,137 CHF 99.18% 99.18%
07/11/2024 0.62% 1.60 CHF 1.61 CHF 122,000 122,000 122,544 122,544 198,529 CHF 199,754 CHF 100.00% 100.00%

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