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 0.55% 1.69 CHF 1.70 CHF 80,000 80,000 80,000 80,000 145,593 CHF 146,393 CHF 100.00% 100.00%
19/11/2024 0.59% 1.74 CHF 1.75 CHF 80,000 80,000 79,997 79,997 136,005 CHF 136,805 CHF 100.00% 100.00%
18/11/2024 0.53% 1.93 CHF 1.94 CHF 80,000 80,000 79,926 79,926 150,256 CHF 151,056 CHF 99.07% 99.07%
15/11/2024 0.49% 1.94 CHF 1.95 CHF 80,000 80,000 80,000 80,000 161,879 CHF 162,679 CHF 100.00% 100.00%
14/11/2024 0.50% 2.12 CHF 2.13 CHF 80,000 80,000 80,000 80,000 160,968 CHF 161,768 CHF 99.08% 99.08%
13/11/2024 0.59% 1.68 CHF 1.69 CHF 80,000 80,000 80,000 80,000 136,506 CHF 137,306 CHF 99.99% 99.99%
12/11/2024 0.50% 1.74 CHF 1.75 CHF 80,000 80,000 80,000 80,000 159,076 CHF 159,876 CHF 100.00% 100.00%
11/11/2024 0.44% 2.23 CHF 2.24 CHF 80,000 80,000 80,000 80,000 180,158 CHF 180,958 CHF 100.00% 100.00%
08/11/2024 0.48% 2.00 CHF 2.01 CHF 80,000 80,000 80,000 80,000 165,036 CHF 165,836 CHF 100.00% 100.00%
07/11/2024 0.46% 2.26 CHF 2.27 CHF 80,000 80,000 80,000 80,000 175,159 CHF 175,959 CHF 99.67% 99.67%

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