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 0.51% 1.94 CHF 1.95 CHF 185,000 185,000 184,237 184,237 361,460 CHF 363,302 CHF 100.00% 100.00%
19/11/2024 0.52% 1.92 CHF 1.93 CHF 185,000 185,000 185,033 185,033 355,738 CHF 357,589 CHF 99.67% 99.67%
18/11/2024 0.52% 1.94 CHF 1.95 CHF 185,000 185,000 184,969 184,969 354,264 CHF 356,113 CHF 100.00% 100.00%
15/11/2024 0.52% 1.93 CHF 1.94 CHF 185,000 185,000 184,237 184,237 355,858 CHF 357,700 CHF 100.00% 100.00%
14/11/2024 0.51% 1.97 CHF 1.98 CHF 185,000 185,000 184,233 184,233 361,636 CHF 363,478 CHF 99.38% 99.38%
13/11/2024 0.56% 1.78 CHF 1.79 CHF 190,000 190,000 189,337 189,337 340,237 CHF 342,130 CHF 99.88% 99.88%
12/11/2024 0.53% 1.83 CHF 1.84 CHF 190,000 190,000 187,769 187,769 352,667 CHF 354,545 CHF 99.81% 99.81%
11/11/2024 0.51% 1.94 CHF 1.95 CHF 185,000 185,000 184,237 184,237 356,958 CHF 358,800 CHF 100.00% 100.00%
08/11/2024 0.53% 1.92 CHF 1.93 CHF 185,000 185,000 185,838 185,838 352,710 CHF 354,569 CHF 99.17% 99.17%
07/11/2024 0.54% 1.87 CHF 1.88 CHF 190,000 190,000 188,356 188,356 350,833 CHF 352,717 CHF 99.83% 99.83%

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