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 0.75% 1.30 CHF 1.31 CHF 300,000 100,000 300,000 100,000 399,476 CHF 134,159 CHF 99.36% 99.36%
19/11/2024 0.78% 1.30 CHF 1.31 CHF 300,000 100,000 300,000 100,000 384,259 CHF 129,086 CHF 99.38% 99.38%
18/11/2024 0.75% 1.35 CHF 1.36 CHF 300,000 100,000 300,000 100,000 396,958 CHF 133,319 CHF 96.59% 96.59%
15/11/2024 0.78% 1.28 CHF 1.29 CHF 300,000 100,000 300,000 100,000 383,279 CHF 128,760 CHF 99.38% 99.38%
14/11/2024 0.82% 1.25 CHF 1.26 CHF 300,000 100,000 300,000 100,000 366,220 CHF 123,073 CHF 99.37% 99.37%
13/11/2024 0.85% 1.17 CHF 1.18 CHF 300,000 100,000 300,000 100,000 351,924 CHF 118,308 CHF 97.02% 97.02%
12/11/2024 0.80% 1.17 CHF 1.18 CHF 300,000 100,000 300,000 100,000 372,519 CHF 125,173 CHF 96.86% 96.86%
11/11/2024 0.73% 1.35 CHF 1.36 CHF 300,000 100,000 300,000 100,000 406,813 CHF 136,604 CHF 99.25% 99.25%
08/11/2024 0.76% 1.30 CHF 1.31 CHF 300,000 100,000 300,000 100,000 394,985 CHF 132,662 CHF 99.28% 99.28%
07/11/2024 0.73% 1.35 CHF 1.36 CHF 300,000 100,000 300,000 100,000 407,748 CHF 136,916 CHF 98.70% 98.70%

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