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% 1.43 CHF 1.44 CHF 200,000 200,000 200,000 200,000 287,145 CHF 289,145 CHF 99.81% 99.81%
19/11/2024 0.72% 1.40 CHF 1.41 CHF 200,000 200,000 200,000 200,000 277,407 CHF 279,407 CHF 99.72% 99.72%
18/11/2024 0.70% 1.42 CHF 1.43 CHF 200,000 200,000 200,000 200,000 284,544 CHF 286,544 CHF 99.71% 99.71%
15/11/2024 0.68% 1.45 CHF 1.46 CHF 200,000 200,000 200,000 200,000 293,916 CHF 295,916 CHF 99.81% 99.81%
14/11/2024 0.67% 1.50 CHF 1.51 CHF 200,000 200,000 200,000 200,000 297,597 CHF 299,597 CHF 99.81% 99.81%
13/11/2024 0.68% 1.46 CHF 1.47 CHF 200,000 200,000 200,000 200,000 294,258 CHF 296,258 CHF 99.81% 99.81%
12/11/2024 0.66% 1.48 CHF 1.49 CHF 200,000 200,000 200,000 200,000 303,581 CHF 305,581 CHF 99.51% 99.51%
11/11/2024 0.64% 1.56 CHF 1.57 CHF 200,000 200,000 200,000 200,000 310,855 CHF 312,855 CHF 99.72% 99.72%
08/11/2024 0.65% 1.53 CHF 1.54 CHF 200,000 200,000 200,000 200,000 304,587 CHF 306,587 CHF 99.81% 99.81%
07/11/2024 0.64% 1.56 CHF 1.57 CHF 200,000 200,000 200,000 200,000 310,147 CHF 312,147 CHF 95.69% 95.69%

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