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 0.61% 1.60 CHF 1.61 CHF 200,000 200,000 200,000 200,000 328,492 CHF 330,492 CHF 100.00% 100.00%
19/11/2024 0.63% 1.61 CHF 1.62 CHF 200,000 200,000 200,000 200,000 319,028 CHF 321,028 CHF 99.55% 99.55%
18/11/2024 0.59% 1.71 CHF 1.72 CHF 200,000 200,000 200,000 200,000 340,480 CHF 342,480 CHF 99.94% 99.94%
15/11/2024 0.59% 1.68 CHF 1.69 CHF 200,000 200,000 200,000 200,000 339,073 CHF 341,073 CHF 100.00% 100.00%
14/11/2024 0.61% 1.67 CHF 1.68 CHF 200,000 200,000 200,000 200,000 324,438 CHF 326,438 CHF 100.00% 100.00%
13/11/2024 0.63% 1.55 CHF 1.56 CHF 200,000 200,000 200,000 200,000 316,816 CHF 318,816 CHF 100.00% 100.00%
12/11/2024 0.61% 1.57 CHF 1.58 CHF 200,000 200,000 200,000 200,000 326,992 CHF 328,992 CHF 99.98% 99.98%
11/11/2024 0.60% 1.69 CHF 1.70 CHF 200,000 200,000 200,000 200,000 334,822 CHF 336,822 CHF 100.00% 100.00%
08/11/2024 0.62% 1.61 CHF 1.62 CHF 200,000 200,000 200,000 200,000 323,561 CHF 325,561 CHF 98.94% 98.94%
07/11/2024 0.59% 1.68 CHF 1.69 CHF 200,000 200,000 200,000 200,000 340,346 CHF 342,346 CHF 85.74% 85.74%

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