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 0.69% 1.49 CHF 1.50 CHF 250,000 100,000 250,000 100,000 362,258 CHF 145,903 CHF 99.38% 99.38%
19/11/2024 0.68% 1.47 CHF 1.48 CHF 250,000 100,000 250,000 100,000 367,032 CHF 147,813 CHF 99.38% 99.38%
18/11/2024 0.70% 1.41 CHF 1.42 CHF 250,000 100,000 250,000 100,000 355,305 CHF 143,122 CHF 99.38% 99.38%
15/11/2024 0.73% 1.39 CHF 1.40 CHF 250,000 100,000 250,000 100,000 340,668 CHF 137,267 CHF 99.37% 99.37%
14/11/2024 0.74% 1.32 CHF 1.33 CHF 250,000 100,000 250,000 100,000 337,766 CHF 136,106 CHF 99.38% 99.38%
13/11/2024 0.74% 1.36 CHF 1.37 CHF 250,000 100,000 250,000 100,000 336,963 CHF 135,785 CHF 99.38% 99.38%
12/11/2024 0.80% 1.32 CHF 1.33 CHF 250,000 100,000 250,000 100,000 311,965 CHF 125,786 CHF 99.11% 99.11%
11/11/2024 0.84% 1.19 CHF 1.20 CHF 250,000 100,000 250,000 100,000 296,889 CHF 119,755 CHF 99.38% 99.38%
08/11/2024 0.79% 1.28 CHF 1.29 CHF 250,000 100,000 250,000 100,000 314,995 CHF 126,998 CHF 99.38% 99.38%
07/11/2024 0.83% 1.16 CHF 1.17 CHF 250,000 100,000 250,000 100,000 298,638 CHF 120,455 CHF 98.69% 98.69%

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