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 0.67% 1.53 CHF 1.54 CHF 310,000 310,000 137,350 137,350 208,290 CHF 209,666 CHF 99.90% 99.90%
19/11/2024 0.68% 1.50 CHF 1.51 CHF 305,000 305,000 132,795 132,795 199,084 CHF 200,415 CHF 100.00% 100.00%
18/11/2024 0.69% 1.50 CHF 1.51 CHF 305,000 305,000 133,016 133,016 197,095 CHF 198,428 CHF 99.89% 99.89%
15/11/2024 0.69% 1.47 CHF 1.48 CHF 295,000 295,000 116,870 116,870 171,718 CHF 172,889 CHF 99.45% 99.45%
14/11/2024 0.69% 1.47 CHF 1.48 CHF 295,000 295,000 131,694 131,694 193,560 CHF 194,880 CHF 100.00% 100.00%
13/11/2024 0.70% 1.46 CHF 1.47 CHF 295,000 295,000 131,711 131,711 192,051 CHF 193,371 CHF 100.00% 100.00%
12/11/2024 0.70% 1.46 CHF 1.47 CHF 295,000 295,000 131,914 131,914 192,130 CHF 193,452 CHF 99.85% 99.85%
11/11/2024 0.70% 1.45 CHF 1.46 CHF 295,000 295,000 132,675 132,675 193,021 CHF 194,350 CHF 99.57% 99.57%
08/11/2024 0.70% 1.45 CHF 1.46 CHF 300,000 300,000 135,395 135,395 196,852 CHF 198,208 CHF 99.19% 99.19%
07/11/2024 0.70% 1.45 CHF 1.46 CHF 300,000 300,000 130,874 130,874 190,330 CHF 191,642 CHF 99.90% 99.90%

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