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% 1.47 CHF 1.48 CHF 300,000 100,000 300,000 100,000 448,693 CHF 150,564 CHF 99.43% 99.43%
19/11/2024 0.68% 1.44 CHF 1.45 CHF 300,000 100,000 300,000 100,000 439,665 CHF 147,555 CHF 99.42% 99.42%
18/11/2024 0.69% 1.48 CHF 1.49 CHF 300,000 100,000 300,000 100,000 434,188 CHF 145,729 CHF 97.61% 97.61%
15/11/2024 0.66% 1.44 CHF 1.45 CHF 300,000 100,000 300,000 100,000 455,493 CHF 152,831 CHF 99.43% 99.43%
14/11/2024 0.61% 1.61 CHF 1.62 CHF 300,000 100,000 300,000 100,000 493,383 CHF 165,461 CHF 99.42% 99.42%
13/11/2024 0.58% 1.62 CHF 1.63 CHF 300,000 100,000 300,000 100,000 518,025 CHF 173,675 CHF 94.86% 94.86%
12/11/2024 0.54% 1.71 CHF 1.72 CHF 300,000 100,000 300,000 100,000 555,898 CHF 186,299 CHF 96.95% 96.95%
11/11/2024 0.49% 1.94 CHF 1.95 CHF 300,000 100,000 300,000 100,000 612,449 CHF 205,150 CHF 99.46% 99.46%
08/11/2024 0.47% 2.13 CHF 2.14 CHF 300,000 100,000 300,000 100,000 632,497 CHF 211,832 CHF 90.73% 90.73%
07/11/2024 0.47% 2.12 CHF 2.13 CHF 300,000 100,000 300,000 100,000 637,579 CHF 213,526 CHF 98.67% 98.67%

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