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 0.53% 1.90 CHF 1.91 CHF 150,000 150,000 148,491 148,491 286,372 CHF 287,858 CHF 100.00% 100.00%
19/11/2024 0.56% 1.87 CHF 1.88 CHF 150,000 150,000 148,492 148,492 272,189 CHF 273,675 CHF 100.00% 100.00%
18/11/2024 0.56% 1.85 CHF 1.86 CHF 150,000 150,000 148,493 148,493 272,340 CHF 273,827 CHF 100.00% 100.00%
15/11/2024 0.56% 1.81 CHF 1.82 CHF 150,000 150,000 147,445 147,445 271,345 CHF 272,822 CHF 97.77% 97.77%
14/11/2024 0.55% 1.89 CHF 1.90 CHF 150,000 150,000 147,700 147,700 277,326 CHF 278,805 CHF 98.42% 98.42%
13/11/2024 0.55% 1.86 CHF 1.87 CHF 150,000 150,000 148,491 148,491 273,434 CHF 274,921 CHF 100.00% 100.00%
12/11/2024 0.53% 1.91 CHF 1.92 CHF 150,000 150,000 148,459 148,459 284,693 CHF 286,179 CHF 99.76% 99.76%
11/11/2024 0.52% 1.93 CHF 1.94 CHF 150,000 150,000 148,492 148,492 290,440 CHF 291,927 CHF 100.00% 100.00%
08/11/2024 0.54% 1.93 CHF 1.94 CHF 150,000 150,000 147,045 147,045 283,676 CHF 285,158 CHF 98.24% 98.24%
07/11/2024 0.55% 1.91 CHF 1.92 CHF 150,000 150,000 147,378 147,378 274,966 CHF 276,443 CHF 97.92% 97.92%

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