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 0.56% 1.86 CHF 1.87 CHF 83,300 83,300 83,300 83,300 148,358 CHF 149,191 CHF 100.00% 100.00%
19/11/2024 0.52% 1.87 CHF 1.88 CHF 85,600 85,600 85,600 85,600 162,804 CHF 163,660 CHF 100.00% 100.00%
18/11/2024 0.55% 1.82 CHF 1.83 CHF 90,500 90,500 90,500 90,500 164,909 CHF 165,814 CHF 100.00% 100.00%
15/11/2024 0.58% 1.74 CHF 1.75 CHF 94,100 94,100 94,100 94,100 160,720 CHF 161,662 CHF 100.00% 100.00%
14/11/2024 0.59% 1.68 CHF 1.69 CHF 89,100 89,100 89,100 89,100 150,628 CHF 151,519 CHF 100.00% 100.00%
13/11/2024 0.56% 1.77 CHF 1.78 CHF 87,300 87,300 87,300 87,300 156,552 CHF 157,425 CHF 100.00% 100.00%
12/11/2024 0.59% 1.81 CHF 1.82 CHF 97,500 97,500 97,500 97,500 166,095 CHF 167,070 CHF 99.86% 99.86%
11/11/2024 0.61% 1.61 CHF 1.62 CHF 91,100 91,100 91,100 91,100 148,080 CHF 148,991 CHF 99.67% 99.67%
08/11/2024 0.58% 1.73 CHF 1.74 CHF 92,400 92,400 92,400 92,400 159,977 CHF 160,901 CHF 98.75% 98.75%
07/11/2024 0.59% 1.70 CHF 1.71 CHF 93,000 93,000 93,000 93,000 158,213 CHF 159,143 CHF 100.00% 100.00%

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