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 0.76% 1.39 CHF 1.40 CHF 150,000 150,000 67,521 67,521 90,865 CHF 91,541 CHF 99.90% 99.90%
19/11/2024 0.75% 1.32 CHF 1.33 CHF 152,000 152,000 67,626 67,626 90,917 CHF 91,594 CHF 100.00% 100.00%
18/11/2024 0.70% 1.41 CHF 1.42 CHF 150,000 150,000 65,038 65,038 93,821 CHF 94,473 CHF 99.63% 99.63%
15/11/2024 0.83% 1.40 CHF 1.41 CHF 150,000 150,000 49,864 49,864 65,697 CHF 66,197 CHF 98.89% 98.89%
14/11/2024 1.10% 1.29 CHF 1.30 CHF 152,000 152,000 70,808 70,808 94,779 CHF 95,498 CHF 54.00% 95.00%
13/11/2024 - 0.88 CHF - CHF 168,000 0 0 0 0 CHF 0 CHF 0.00% 99.78%
12/11/2024 - 0.82 CHF - CHF 170,000 0 0 0 0 CHF 0 CHF 0.00% 100.00%
11/11/2024 - 0.81 CHF - CHF 170,000 0 0 0 0 CHF 0 CHF 0.00% 99.90%
08/11/2024 - 0.76 CHF - CHF 174,000 0 0 0 0 CHF 0 CHF 0.00% 100.00%
07/11/2024 - 0.77 CHF - CHF 174,000 0 0 0 0 CHF 0 CHF 0.00% 99.85%

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