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 0.70% 1.42 CHF 1.43 CHF 250,000 100,000 250,000 100,000 358,144 CHF 144,257 CHF 99.38% 99.38%
19/11/2024 0.68% 1.43 CHF 1.44 CHF 250,000 100,000 250,000 100,000 366,667 CHF 147,667 CHF 99.38% 99.38%
18/11/2024 0.70% 1.50 CHF 1.51 CHF 250,000 100,000 250,000 100,000 357,710 CHF 144,084 CHF 99.38% 99.38%
15/11/2024 0.70% 1.39 CHF 1.40 CHF 250,000 100,000 250,000 100,000 356,703 CHF 143,681 CHF 99.37% 99.37%
14/11/2024 0.68% 1.50 CHF 1.51 CHF 250,000 100,000 250,000 100,000 366,039 CHF 147,416 CHF 99.38% 99.38%
13/11/2024 0.71% 1.56 CHF 1.57 CHF 250,000 100,000 250,000 100,000 349,417 CHF 140,767 CHF 99.38% 99.38%
12/11/2024 0.57% 1.55 CHF 1.56 CHF 250,000 100,000 250,000 100,000 438,015 CHF 176,206 CHF 99.11% 99.11%
11/11/2024 0.54% 1.85 CHF 1.86 CHF 250,000 100,000 250,000 100,000 463,102 CHF 186,241 CHF 99.38% 99.38%
08/11/2024 0.56% 1.79 CHF 1.80 CHF 250,000 100,000 250,000 100,000 443,749 CHF 178,499 CHF 99.38% 99.38%
07/11/2024 0.55% 1.78 CHF 1.79 CHF 250,000 100,000 250,000 100,000 449,706 CHF 180,882 CHF 98.69% 98.69%

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