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 0.66% 1.50 CHF 1.51 CHF 400,000 400,000 400,000 400,000 608,030 CHF 612,030 CHF 100.00% 100.00%
19/11/2024 0.67% 1.50 CHF 1.51 CHF 400,000 400,000 400,000 400,000 598,642 CHF 602,642 CHF 99.95% 99.95%
18/11/2024 0.64% 1.56 CHF 1.57 CHF 200,000 200,000 200,000 200,000 310,503 CHF 312,503 CHF 99.94% 99.94%
15/11/2024 0.64% 1.54 CHF 1.55 CHF 200,000 200,000 200,000 200,000 309,966 CHF 311,966 CHF 100.00% 100.00%
14/11/2024 0.66% 1.54 CHF 1.55 CHF 200,000 200,000 200,000 200,000 302,386 CHF 304,386 CHF 100.00% 100.00%
13/11/2024 0.67% 1.47 CHF 1.48 CHF 200,000 200,000 200,000 200,000 298,779 CHF 300,779 CHF 100.00% 100.00%
12/11/2024 0.66% 1.49 CHF 1.50 CHF 200,000 200,000 200,000 200,000 303,697 CHF 305,697 CHF 99.98% 99.98%
11/11/2024 0.65% 1.55 CHF 1.56 CHF 200,000 200,000 200,000 200,000 307,830 CHF 309,830 CHF 100.00% 100.00%
08/11/2024 0.66% 1.50 CHF 1.51 CHF 200,000 200,000 200,000 200,000 302,371 CHF 304,371 CHF 98.94% 98.94%
07/11/2024 0.64% 1.55 CHF 1.56 CHF 200,000 200,000 200,000 200,000 311,402 CHF 313,402 CHF 85.82% 85.82%

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