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 0.64% 1.58 CHF 1.59 CHF 100,000 100,000 100,000 100,000 156,492 CHF 157,492 CHF 99.39% 99.39%
19/11/2024 0.66% 1.54 CHF 1.55 CHF 50,000 50,000 50,000 50,000 75,960 CHF 76,460 CHF 99.30% 99.30%
18/11/2024 0.67% 1.50 CHF 1.51 CHF 50,000 50,000 50,000 50,000 74,549 CHF 75,049 CHF 99.29% 99.29%
15/11/2024 0.67% 1.49 CHF 1.50 CHF 50,000 50,000 50,000 50,000 74,561 CHF 75,061 CHF 99.39% 99.39%
14/11/2024 0.67% 1.51 CHF 1.52 CHF 50,000 50,000 50,000 50,000 74,861 CHF 75,361 CHF 99.37% 99.37%
13/11/2024 0.68% 1.48 CHF 1.49 CHF 50,000 50,000 50,000 50,000 72,992 CHF 73,492 CHF 99.39% 99.39%
12/11/2024 0.61% 1.66 CHF 1.67 CHF 50,000 50,000 50,000 50,000 81,586 CHF 82,086 CHF 99.09% 99.09%
11/11/2024 0.62% 1.61 CHF 1.62 CHF 50,000 50,000 50,000 50,000 80,258 CHF 80,758 CHF 99.23% 99.23%
08/11/2024 0.60% 1.66 CHF 1.67 CHF 50,000 50,000 50,000 50,000 82,966 CHF 83,466 CHF 99.39% 99.39%
07/11/2024 0.60% 1.66 CHF 1.67 CHF 50,000 50,000 50,000 50,000 83,550 CHF 84,050 CHF 99.28% 99.28%

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