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% 1.58 CHF 1.59 CHF 196,000 196,000 195,634 195,634 307,145 CHF 309,101 CHF 100.00% 100.00%
19/11/2024 0.64% 1.58 CHF 1.59 CHF 196,000 196,000 195,585 195,585 306,083 CHF 308,039 CHF 100.00% 100.00%
18/11/2024 0.67% 1.49 CHF 1.50 CHF 192,000 192,000 192,000 192,000 286,401 CHF 288,321 CHF 100.00% 100.00%
15/11/2024 0.67% 1.52 CHF 1.53 CHF 194,000 194,000 192,124 192,124 287,786 CHF 289,707 CHF 100.00% 100.00%
14/11/2024 0.67% 1.46 CHF 1.47 CHF 190,000 190,000 191,385 191,385 284,140 CHF 286,054 CHF 100.00% 100.00%
13/11/2024 0.66% 1.52 CHF 1.53 CHF 194,000 194,000 193,068 193,068 293,549 CHF 295,479 CHF 100.00% 100.00%
12/11/2024 0.67% 1.51 CHF 1.52 CHF 192,000 192,000 192,000 192,000 287,695 CHF 289,615 CHF 99.85% 99.85%
11/11/2024 0.69% 1.45 CHF 1.46 CHF 190,000 190,000 188,572 188,572 271,038 CHF 272,924 CHF 99.71% 99.71%
08/11/2024 0.69% 1.45 CHF 1.46 CHF 190,000 190,000 189,360 189,360 273,432 CHF 275,325 CHF 100.00% 100.00%
07/11/2024 0.70% 1.43 CHF 1.44 CHF 188,000 188,000 188,000 188,000 265,980 CHF 267,860 CHF 100.00% 100.00%

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