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 0.57% 1.76 CHF 1.77 CHF 150,000 150,000 150,000 150,000 262,641 CHF 264,141 CHF 99.39% 99.39%
19/11/2024 0.57% 1.74 CHF 1.75 CHF 150,000 150,000 150,000 150,000 261,436 CHF 262,936 CHF 99.30% 99.30%
18/11/2024 0.57% 1.75 CHF 1.76 CHF 150,000 150,000 150,000 150,000 262,149 CHF 263,649 CHF 99.31% 99.31%
15/11/2024 0.57% 1.75 CHF 1.76 CHF 150,000 150,000 150,000 150,000 261,169 CHF 262,669 CHF 99.38% 99.38%
14/11/2024 0.57% 1.73 CHF 1.74 CHF 150,000 150,000 150,000 150,000 261,799 CHF 263,299 CHF 99.37% 99.37%
13/11/2024 0.57% 1.74 CHF 1.75 CHF 150,000 150,000 150,000 150,000 260,389 CHF 261,889 CHF 99.39% 99.39%
12/11/2024 0.59% 1.73 CHF 1.74 CHF 150,000 150,000 150,000 150,000 252,800 CHF 254,300 CHF 99.08% 99.08%
11/11/2024 0.64% 1.55 CHF 1.56 CHF 150,000 150,000 150,000 150,000 232,537 CHF 234,037 CHF 99.30% 99.30%
08/11/2024 0.63% 1.57 CHF 1.58 CHF 150,000 150,000 150,000 150,000 235,644 CHF 237,144 CHF 99.39% 99.39%
07/11/2024 0.64% 1.56 CHF 1.57 CHF 150,000 150,000 150,000 150,000 233,594 CHF 235,094 CHF 99.25% 99.25%

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