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 0.87% 1.15 CHF 1.16 CHF 180,000 180,000 68,441 68,441 80,095 CHF 80,781 CHF 99.38% 99.38%
19/11/2024 0.89% 1.13 CHF 1.14 CHF 180,000 180,000 68,867 68,867 78,711 CHF 79,401 CHF 99.61% 99.61%
18/11/2024 0.90% 1.16 CHF 1.17 CHF 180,000 180,000 70,105 70,105 79,190 CHF 79,892 CHF 99.11% 99.11%
15/11/2024 0.85% 1.12 CHF 1.13 CHF 180,000 180,000 68,305 68,305 80,733 CHF 81,418 CHF 98.83% 98.83%
14/11/2024 0.78% 1.29 CHF 1.30 CHF 180,000 180,000 65,817 65,817 87,164 CHF 87,825 CHF 99.35% 99.35%
13/11/2024 0.73% 1.30 CHF 1.31 CHF 180,000 180,000 64,380 64,380 88,968 CHF 89,615 CHF 98.67% 98.67%
12/11/2024 0.67% 1.39 CHF 1.40 CHF 170,000 170,000 60,477 60,477 88,880 CHF 89,487 CHF 97.34% 97.34%
11/11/2024 0.60% 1.62 CHF 1.63 CHF 160,000 160,000 60,721 60,721 101,872 CHF 102,481 CHF 98.61% 98.61%
08/11/2024 0.58% 1.81 CHF 1.82 CHF 160,000 160,000 60,025 60,025 107,009 CHF 107,612 CHF 99.06% 99.06%
07/11/2024 0.57% 1.80 CHF 1.81 CHF 160,000 160,000 61,097 61,097 110,555 CHF 111,170 CHF 98.24% 98.24%

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