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 0.51% 1.97 CHF 1.98 CHF 200,000 200,000 200,000 200,000 390,774 CHF 392,791 CHF 100.00% 100.00%
19/11/2024 0.66% 1.96 CHF 1.98 CHF 200,000 200,000 195,491 195,491 380,519 CHF 383,025 CHF 100.00% 100.00%
18/11/2024 0.54% 1.84 CHF 1.85 CHF 200,000 200,000 200,000 200,000 369,404 CHF 371,404 CHF 100.00% 100.00%
15/11/2024 0.54% 1.89 CHF 1.90 CHF 200,000 200,000 200,000 200,000 371,016 CHF 373,016 CHF 100.00% 100.00%
14/11/2024 0.54% 1.81 CHF 1.82 CHF 200,000 200,000 200,000 200,000 367,323 CHF 369,323 CHF 99.50% 99.50%
13/11/2024 0.53% 1.89 CHF 1.90 CHF 200,000 200,000 197,471 197,471 372,133 CHF 374,110 CHF 99.32% 99.32%
12/11/2024 0.54% 1.88 CHF 1.89 CHF 200,000 200,000 200,000 200,000 371,118 CHF 373,118 CHF 100.00% 100.00%
11/11/2024 0.56% 1.80 CHF 1.81 CHF 200,000 200,000 200,000 200,000 354,474 CHF 356,474 CHF 100.00% 100.00%
08/11/2024 0.56% 1.80 CHF 1.81 CHF 200,000 200,000 200,000 200,000 356,463 CHF 358,463 CHF 100.00% 100.00%
07/11/2024 0.59% 1.76 CHF 1.77 CHF 200,000 200,000 193,515 193,515 337,209 CHF 339,168 CHF 99.13% 99.13%

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