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 0.66% 1.50 CHF 1.51 CHF 420,000 420,000 184,990 184,990 283,528 CHF 285,384 CHF 99.28% 99.28%
19/11/2024 0.68% 1.54 CHF 1.55 CHF 420,000 420,000 187,539 187,539 282,099 CHF 283,978 CHF 99.09% 99.09%
18/11/2024 0.65% 1.54 CHF 1.55 CHF 415,000 415,000 183,098 183,098 284,298 CHF 286,132 CHF 98.66% 98.66%
15/11/2024 0.63% 1.57 CHF 1.58 CHF 415,000 415,000 176,790 176,790 288,028 CHF 289,809 CHF 98.30% 98.30%
14/11/2024 0.58% 1.71 CHF 1.72 CHF 400,000 400,000 171,356 171,356 298,360 CHF 300,077 CHF 98.67% 98.67%
13/11/2024 0.62% 1.70 CHF 1.71 CHF 400,000 400,000 178,187 178,187 295,979 CHF 297,764 CHF 99.05% 99.05%
12/11/2024 0.63% 1.60 CHF 1.61 CHF 410,000 410,000 182,226 182,226 292,730 CHF 294,555 CHF 99.08% 99.08%
11/11/2024 0.62% 1.60 CHF 1.61 CHF 410,000 410,000 179,531 179,531 291,750 CHF 293,548 CHF 98.85% 98.85%
08/11/2024 0.62% 1.63 CHF 1.64 CHF 410,000 410,000 182,121 182,121 297,250 CHF 299,075 CHF 99.29% 99.29%
07/11/2024 0.63% 1.66 CHF 1.67 CHF 410,000 410,000 181,315 181,315 294,469 CHF 296,286 CHF 98.01% 98.01%

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