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 0.66% 1.56 CHF 1.57 CHF 300,000 300,000 164,578 164,578 255,910 CHF 257,559 CHF 100.00% 100.00%
20/11/2024 0.67% 1.49 CHF 1.50 CHF 310,000 310,000 166,127 166,127 252,098 CHF 253,765 CHF 99.89% 99.89%
19/11/2024 0.68% 1.55 CHF 1.56 CHF 300,000 300,000 170,472 170,472 258,609 CHF 260,330 CHF 100.00% 100.00%
18/11/2024 0.69% 1.54 CHF 1.55 CHF 300,000 300,000 172,937 172,937 257,744 CHF 259,478 CHF 99.89% 99.89%
15/11/2024 0.68% 1.46 CHF 1.47 CHF 310,000 310,000 174,211 174,211 258,190 CHF 259,936 CHF 99.90% 99.90%
14/11/2024 0.70% 1.50 CHF 1.51 CHF 310,000 310,000 172,675 172,675 254,468 CHF 256,202 CHF 99.32% 99.32%
13/11/2024 0.72% 1.44 CHF 1.45 CHF 310,000 310,000 172,871 172,871 247,063 CHF 248,798 CHF 100.00% 100.00%
12/11/2024 0.72% 1.46 CHF 1.47 CHF 310,000 310,000 172,974 172,974 248,294 CHF 250,030 CHF 99.72% 99.72%
11/11/2024 0.70% 1.41 CHF 1.42 CHF 310,000 310,000 173,130 173,130 252,238 CHF 253,976 CHF 99.65% 99.65%
08/11/2024 0.68% 1.48 CHF 1.49 CHF 310,000 310,000 171,706 171,706 257,234 CHF 258,958 CHF 98.50% 98.50%

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