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 0.77% 1.28 CHF 1.29 CHF 400,000 400,000 400,000 400,000 519,437 CHF 523,437 CHF 100.00% 100.00%
19/11/2024 0.78% 1.28 CHF 1.29 CHF 400,000 400,000 400,000 400,000 509,508 CHF 513,508 CHF 98.01% 98.01%
18/11/2024 0.75% 1.33 CHF 1.34 CHF 200,000 200,000 200,000 200,000 266,023 CHF 268,023 CHF 99.94% 99.94%
15/11/2024 0.75% 1.32 CHF 1.33 CHF 200,000 200,000 200,000 200,000 265,409 CHF 267,409 CHF 100.00% 100.00%
14/11/2024 0.77% 1.31 CHF 1.32 CHF 200,000 200,000 200,000 200,000 257,921 CHF 259,921 CHF 100.00% 100.00%
13/11/2024 0.78% 1.25 CHF 1.26 CHF 200,000 200,000 200,000 200,000 254,164 CHF 256,164 CHF 100.00% 100.00%
12/11/2024 0.77% 1.26 CHF 1.27 CHF 200,000 200,000 200,000 200,000 259,331 CHF 261,331 CHF 99.98% 99.98%
11/11/2024 0.76% 1.32 CHF 1.33 CHF 200,000 200,000 200,000 200,000 263,424 CHF 265,424 CHF 100.00% 100.00%
08/11/2024 0.77% 1.28 CHF 1.29 CHF 200,000 200,000 200,000 200,000 257,879 CHF 259,879 CHF 98.94% 98.94%
07/11/2024 0.75% 1.32 CHF 1.33 CHF 200,000 200,000 200,000 200,000 266,550 CHF 268,550 CHF 85.79% 85.79%

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