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 0.63% 1.63 CHF 1.64 CHF 200,000 200,000 200,000 200,000 321,547 CHF 323,583 CHF 100.00% 100.00%
19/11/2024 0.75% 1.62 CHF 1.63 CHF 200,000 200,000 195,491 195,491 312,984 CHF 315,308 CHF 100.00% 100.00%
18/11/2024 0.66% 1.49 CHF 1.50 CHF 200,000 200,000 200,000 200,000 300,237 CHF 302,237 CHF 100.00% 100.00%
15/11/2024 0.66% 1.55 CHF 1.56 CHF 200,000 200,000 200,000 200,000 301,933 CHF 303,933 CHF 100.00% 100.00%
14/11/2024 0.67% 1.46 CHF 1.47 CHF 200,000 200,000 200,000 200,000 298,216 CHF 300,216 CHF 99.50% 99.50%
13/11/2024 0.65% 1.54 CHF 1.55 CHF 200,000 200,000 197,471 197,471 303,927 CHF 305,909 CHF 99.32% 99.32%
12/11/2024 0.66% 1.53 CHF 1.54 CHF 200,000 200,000 200,000 200,000 301,807 CHF 303,807 CHF 100.00% 100.00%
11/11/2024 0.70% 1.45 CHF 1.46 CHF 200,000 200,000 200,000 200,000 285,490 CHF 287,490 CHF 100.00% 100.00%
08/11/2024 0.69% 1.45 CHF 1.46 CHF 200,000 200,000 200,000 200,000 287,061 CHF 289,061 CHF 100.00% 100.00%
07/11/2024 0.73% 1.41 CHF 1.42 CHF 200,000 200,000 193,515 193,515 270,346 CHF 272,300 CHF 99.13% 99.13%

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