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 0.67% 1.49 CHF 1.50 CHF 275,000 275,000 268,988 268,988 398,825 CHF 401,515 CHF 99.47% 99.47%
19/11/2024 0.69% 1.45 CHF 1.46 CHF 265,000 265,000 260,822 260,822 376,854 CHF 379,463 CHF 100.00% 100.00%
18/11/2024 0.70% 1.43 CHF 1.44 CHF 255,000 255,000 253,757 253,757 360,712 CHF 363,249 CHF 100.00% 100.00%
15/11/2024 0.70% 1.42 CHF 1.43 CHF 255,000 255,000 253,094 253,094 359,361 CHF 361,892 CHF 100.00% 100.00%
14/11/2024 0.70% 1.42 CHF 1.43 CHF 255,000 255,000 254,942 254,942 363,977 CHF 366,526 CHF 99.39% 99.39%
13/11/2024 0.70% 1.43 CHF 1.44 CHF 260,000 260,000 255,166 255,166 364,203 CHF 366,754 CHF 100.00% 100.00%
12/11/2024 0.73% 1.41 CHF 1.42 CHF 255,000 255,000 244,733 244,733 340,531 CHF 342,984 CHF 100.00% 100.00%
11/11/2024 0.71% 1.39 CHF 1.40 CHF 250,000 250,000 248,429 248,429 347,476 CHF 349,961 CHF 99.24% 99.24%
08/11/2024 0.71% 1.39 CHF 1.40 CHF 250,000 250,000 248,182 248,182 347,428 CHF 349,910 CHF 100.00% 100.00%
07/11/2024 0.72% 1.37 CHF 1.38 CHF 240,000 240,000 243,382 243,382 338,503 CHF 340,937 CHF 99.40% 99.40%

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