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
22/11/2024 0.57% 1.78 CHF 1.79 CHF 370,000 370,000 205,235 205,235 364,359 CHF 366,415 CHF 100.00% 100.00%
20/11/2024 0.59% 1.72 CHF 1.73 CHF 380,000 380,000 207,457 207,457 361,371 CHF 363,453 CHF 99.90% 99.90%
19/11/2024 0.60% 1.76 CHF 1.77 CHF 380,000 380,000 210,102 210,102 365,648 CHF 367,769 CHF 100.00% 100.00%
18/11/2024 0.60% 1.76 CHF 1.77 CHF 380,000 380,000 212,573 212,573 365,726 CHF 367,857 CHF 99.89% 99.89%
15/11/2024 0.59% 1.70 CHF 1.71 CHF 380,000 380,000 212,723 212,723 364,904 CHF 367,035 CHF 99.90% 99.90%
14/11/2024 0.60% 1.73 CHF 1.74 CHF 380,000 380,000 210,925 210,925 360,283 CHF 362,401 CHF 99.36% 99.36%
13/11/2024 0.62% 1.68 CHF 1.69 CHF 390,000 390,000 215,302 215,302 359,443 CHF 361,605 CHF 100.00% 100.00%
12/11/2024 0.62% 1.70 CHF 1.71 CHF 390,000 390,000 215,336 215,336 360,329 CHF 362,491 CHF 99.83% 99.83%
11/11/2024 0.61% 1.65 CHF 1.66 CHF 390,000 390,000 213,442 213,442 360,607 CHF 362,749 CHF 99.66% 99.66%
08/11/2024 0.60% 1.71 CHF 1.72 CHF 390,000 390,000 212,784 212,784 365,609 CHF 367,744 CHF 99.14% 99.14%

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