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 0.70% 1.41 CHF 1.42 CHF 600,000 200,000 600,000 200,000 849,423 CHF 285,141 CHF 98.92% 98.92%
19/11/2024 0.67% 1.44 CHF 1.45 CHF 600,000 200,000 600,000 200,000 896,793 CHF 300,931 CHF 90.32% 90.32%
18/11/2024 0.60% 1.66 CHF 1.67 CHF 600,000 200,000 600,000 200,000 991,846 CHF 332,615 CHF 97.03% 97.03%
15/11/2024 0.59% 1.68 CHF 1.69 CHF 600,000 200,000 600,000 200,000 1,008,940 CHF 338,314 CHF 98.92% 98.92%
14/11/2024 0.58% 1.71 CHF 1.72 CHF 600,000 200,000 600,000 200,000 1,025,720 CHF 343,907 CHF 98.94% 98.94%
13/11/2024 0.59% 1.71 CHF 1.72 CHF 600,000 200,000 600,000 200,000 1,017,730 CHF 341,242 CHF 96.51% 96.51%
12/11/2024 0.59% 1.70 CHF 1.71 CHF 600,000 200,000 600,000 200,000 1,008,700 CHF 338,234 CHF 96.49% 96.49%
11/11/2024 0.60% 1.68 CHF 1.69 CHF 600,000 200,000 600,000 200,000 996,546 CHF 334,182 CHF 98.86% 98.86%
08/11/2024 0.61% 1.65 CHF 1.66 CHF 600,000 200,000 600,000 200,000 983,121 CHF 329,707 CHF 98.90% 98.90%
07/11/2024 0.62% 1.61 CHF 1.62 CHF 600,000 200,000 600,000 200,000 959,360 CHF 321,787 CHF 98.24% 98.24%

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