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 0.97% 1.59 CHF 1.60 CHF 390,000 390,000 173,978 173,978 276,109 CHF 278,369 CHF 99.89% 99.89%
19/11/2024 1.01% 1.59 CHF 1.60 CHF 390,000 390,000 160,713 160,713 257,365 CHF 259,498 CHF 99.97% 99.97%
18/11/2024 0.68% 1.63 CHF 1.64 CHF 400,000 400,000 179,148 179,148 293,990 CHF 295,882 CHF 99.89% 99.89%
15/11/2024 0.61% 1.66 CHF 1.67 CHF 410,000 410,000 182,278 182,278 302,484 CHF 304,310 CHF 99.85% 99.85%
14/11/2024 0.88% 1.64 CHF 1.65 CHF 400,000 400,000 137,673 137,673 225,714 CHF 227,280 CHF 100.00% 100.00%
13/11/2024 0.97% 1.61 CHF 1.62 CHF 400,000 400,000 175,659 175,659 280,425 CHF 282,701 CHF 100.00% 100.00%
12/11/2024 0.99% 1.59 CHF 1.60 CHF 390,000 390,000 171,623 171,623 268,733 CHF 270,953 CHF 99.87% 99.87%
11/11/2024 1.02% 1.54 CHF 1.55 CHF 380,000 380,000 167,350 167,350 255,988 CHF 258,156 CHF 99.61% 99.61%
08/11/2024 1.02% 1.52 CHF 1.53 CHF 380,000 380,000 169,415 169,415 257,469 CHF 259,666 CHF 99.95% 99.95%
07/11/2024 1.00% 1.52 CHF 1.53 CHF 380,000 380,000 170,349 170,349 261,760 CHF 263,969 CHF 100.00% 100.00%

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