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 0.76% 1.32 CHF 1.33 CHF 180,000 180,000 68,730 68,730 92,217 CHF 92,906 CHF 99.63% 99.63%
19/11/2024 0.77% 1.30 CHF 1.31 CHF 180,000 180,000 68,876 68,876 90,464 CHF 91,154 CHF 99.61% 99.61%
18/11/2024 0.78% 1.34 CHF 1.35 CHF 180,000 180,000 69,120 69,120 89,893 CHF 90,586 CHF 99.16% 99.16%
15/11/2024 0.74% 1.29 CHF 1.30 CHF 180,000 180,000 68,580 68,580 92,810 CHF 93,498 CHF 99.08% 99.08%
14/11/2024 0.69% 1.46 CHF 1.47 CHF 170,000 170,000 64,719 64,719 96,883 CHF 97,533 CHF 99.39% 99.39%
13/11/2024 0.65% 1.47 CHF 1.48 CHF 170,000 170,000 63,794 63,794 99,152 CHF 99,792 CHF 99.20% 99.20%
12/11/2024 0.60% 1.56 CHF 1.57 CHF 170,000 170,000 60,466 60,466 99,299 CHF 99,906 CHF 97.83% 97.83%
11/11/2024 0.54% 1.79 CHF 1.80 CHF 160,000 160,000 60,801 60,801 112,524 CHF 113,135 CHF 98.81% 98.81%
08/11/2024 0.53% 1.98 CHF 1.99 CHF 160,000 160,000 60,101 60,101 117,455 CHF 118,059 CHF 99.45% 99.45%
07/11/2024 0.52% 1.97 CHF 1.98 CHF 160,000 160,000 61,403 61,403 121,627 CHF 122,245 CHF 98.41% 98.41%

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