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 0.96% 1.99 CHF 2.01 CHF 70,000 70,000 69,966 69,966 144,690 CHF 146,090 CHF 100.00% 100.00%
19/11/2024 1.03% 1.99 CHF 2.01 CHF 70,000 70,000 69,969 69,969 135,562 CHF 136,962 CHF 99.84% 99.84%
18/11/2024 1.00% 1.96 CHF 1.98 CHF 70,000 70,000 69,983 69,983 139,384 CHF 140,784 CHF 99.88% 99.88%
15/11/2024 0.97% 2.03 CHF 2.05 CHF 70,000 70,000 69,948 69,948 144,171 CHF 145,571 CHF 99.99% 99.99%
14/11/2024 0.99% 2.00 CHF 2.02 CHF 70,000 70,000 69,983 69,983 140,812 CHF 142,212 CHF 100.00% 100.00%
13/11/2024 1.00% 2.08 CHF 2.10 CHF 70,000 70,000 69,971 69,971 139,239 CHF 140,638 CHF 100.00% 100.00%
12/11/2024 0.97% 2.00 CHF 2.02 CHF 70,000 70,000 69,969 69,969 143,200 CHF 144,600 CHF 99.85% 99.85%
11/11/2024 0.91% 2.14 CHF 2.16 CHF 70,000 70,000 69,966 69,966 152,815 CHF 154,215 CHF 100.00% 100.00%
08/11/2024 0.96% 2.08 CHF 2.10 CHF 70,000 70,000 69,963 69,963 145,805 CHF 147,205 CHF 98.58% 98.58%
07/11/2024 0.97% 2.01 CHF 2.03 CHF 70,000 70,000 69,961 69,961 143,311 CHF 144,711 CHF 99.95% 99.95%

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