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 0.71% 1.40 CHF 1.41 CHF 420,000 420,000 186,228 186,228 266,458 CHF 268,327 CHF 99.90% 99.90%
19/11/2024 0.72% 1.43 CHF 1.44 CHF 420,000 420,000 188,325 188,325 264,265 CHF 266,152 CHF 100.00% 100.00%
18/11/2024 0.70% 1.44 CHF 1.45 CHF 415,000 415,000 184,941 184,941 268,409 CHF 270,262 CHF 99.90% 99.90%
15/11/2024 0.67% 1.46 CHF 1.47 CHF 415,000 415,000 179,081 179,081 273,336 CHF 275,141 CHF 99.69% 99.69%
14/11/2024 0.62% 1.61 CHF 1.62 CHF 400,000 400,000 173,674 173,674 284,688 CHF 286,428 CHF 100.00% 100.00%
13/11/2024 0.66% 1.60 CHF 1.61 CHF 400,000 400,000 180,188 180,188 281,121 CHF 282,926 CHF 100.00% 100.00%
12/11/2024 0.68% 1.49 CHF 1.50 CHF 410,000 410,000 183,116 183,116 275,666 CHF 277,500 CHF 100.00% 100.00%
11/11/2024 0.66% 1.50 CHF 1.51 CHF 410,000 410,000 181,955 181,955 277,360 CHF 279,183 CHF 100.00% 100.00%
08/11/2024 0.66% 1.53 CHF 1.54 CHF 410,000 410,000 183,227 183,227 280,748 CHF 282,584 CHF 100.00% 100.00%
07/11/2024 0.68% 1.56 CHF 1.57 CHF 410,000 410,000 183,094 183,094 279,151 CHF 280,986 CHF 99.33% 99.33%

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