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 0.58% 1.75 CHF 1.76 CHF 300,000 100,000 300,000 100,000 519,668 CHF 174,223 CHF 98.88% 98.88%
19/11/2024 0.58% 1.72 CHF 1.73 CHF 300,000 100,000 300,000 100,000 519,786 CHF 174,262 CHF 90.63% 90.63%
18/11/2024 0.59% 1.68 CHF 1.69 CHF 300,000 100,000 300,000 100,000 511,211 CHF 171,404 CHF 96.51% 96.51%
15/11/2024 0.58% 1.72 CHF 1.73 CHF 300,000 100,000 300,000 100,000 513,790 CHF 172,263 CHF 98.35% 98.35%
14/11/2024 0.56% 1.73 CHF 1.74 CHF 300,000 100,000 300,000 100,000 530,714 CHF 177,905 CHF 98.89% 98.89%
13/11/2024 0.56% 1.81 CHF 1.82 CHF 300,000 100,000 300,000 100,000 538,321 CHF 180,440 CHF 96.34% 96.34%
12/11/2024 0.58% 1.76 CHF 1.77 CHF 300,000 100,000 300,000 100,000 513,655 CHF 172,218 CHF 96.20% 96.20%
11/11/2024 0.59% 1.68 CHF 1.69 CHF 300,000 100,000 300,000 100,000 505,731 CHF 169,577 CHF 98.72% 98.72%
08/11/2024 0.58% 1.70 CHF 1.71 CHF 300,000 100,000 300,000 100,000 512,438 CHF 171,813 CHF 98.85% 98.85%
07/11/2024 0.58% 1.71 CHF 1.72 CHF 300,000 100,000 300,000 100,000 517,680 CHF 173,560 CHF 98.20% 98.20%

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