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 0.54% 1.78 CHF 1.79 CHF 250,000 100,000 250,000 100,000 458,522 CHF 184,409 CHF 99.38% 99.38%
19/11/2024 0.57% 1.78 CHF 1.79 CHF 250,000 100,000 250,000 100,000 438,055 CHF 176,222 CHF 99.38% 99.38%
18/11/2024 0.56% 1.77 CHF 1.78 CHF 250,000 100,000 250,000 100,000 447,619 CHF 180,048 CHF 99.38% 99.38%
15/11/2024 0.54% 1.81 CHF 1.82 CHF 250,000 100,000 250,000 100,000 457,676 CHF 184,070 CHF 99.37% 99.37%
14/11/2024 0.55% 1.79 CHF 1.80 CHF 250,000 100,000 250,000 100,000 450,642 CHF 181,257 CHF 99.38% 99.38%
13/11/2024 0.56% 1.85 CHF 1.86 CHF 250,000 100,000 250,000 100,000 447,597 CHF 180,039 CHF 99.38% 99.38%
12/11/2024 0.55% 1.80 CHF 1.81 CHF 250,000 100,000 250,000 100,000 456,260 CHF 183,504 CHF 99.11% 99.11%
11/11/2024 0.52% 1.88 CHF 1.89 CHF 250,000 100,000 250,000 100,000 476,831 CHF 191,732 CHF 99.38% 99.38%
08/11/2024 0.54% 1.84 CHF 1.85 CHF 250,000 100,000 250,000 100,000 461,834 CHF 185,734 CHF 99.38% 99.38%
07/11/2024 0.55% 1.80 CHF 1.81 CHF 250,000 100,000 250,000 100,000 455,954 CHF 183,381 CHF 98.69% 98.69%

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