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% 1.49 CHF 1.50 CHF 150,000 150,000 67,514 67,514 97,670 CHF 98,347 CHF 99.90% 99.90%
19/11/2024 0.70% 1.42 CHF 1.43 CHF 152,000 152,000 67,627 67,627 97,762 CHF 98,440 CHF 100.00% 100.00%
18/11/2024 0.66% 1.51 CHF 1.52 CHF 150,000 150,000 65,034 65,034 100,378 CHF 101,030 CHF 99.63% 99.63%
15/11/2024 0.76% 1.50 CHF 1.51 CHF 150,000 150,000 49,861 49,861 70,781 CHF 71,280 CHF 98.89% 98.89%
14/11/2024 1.02% 1.40 CHF 1.41 CHF 152,000 152,000 70,801 70,801 101,958 CHF 102,677 CHF 54.00% 95.00%
13/11/2024 - 0.98 CHF - CHF 168,000 0 0 0 0 CHF 0 CHF 0.00% 99.78%
12/11/2024 - 0.92 CHF - CHF 170,000 0 0 0 0 CHF 0 CHF 0.00% 100.00%
11/11/2024 - 0.91 CHF - CHF 170,000 0 0 0 0 CHF 0 CHF 0.00% 99.90%
08/11/2024 - 0.86 CHF - CHF 174,000 0 0 0 0 CHF 0 CHF 0.00% 100.00%
07/11/2024 - 0.87 CHF - CHF 174,000 0 0 0 0 CHF 0 CHF 0.00% 99.85%

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