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 0.55% 1.85 CHF 1.86 CHF 280,000 280,000 114,120 114,120 210,757 CHF 211,901 CHF 99.89% 99.89%
19/11/2024 0.57% 1.83 CHF 1.84 CHF 280,000 280,000 110,693 110,693 199,892 CHF 201,001 CHF 99.95% 99.95%
18/11/2024 0.56% 1.83 CHF 1.84 CHF 280,000 280,000 107,072 107,072 194,063 CHF 195,136 CHF 99.89% 99.89%
15/11/2024 0.57% 1.83 CHF 1.84 CHF 280,000 280,000 111,180 111,180 200,367 CHF 201,482 CHF 100.00% 100.00%
14/11/2024 0.58% 1.74 CHF 1.75 CHF 270,000 270,000 109,039 109,039 190,963 CHF 192,055 CHF 99.76% 99.76%
13/11/2024 0.55% 1.82 CHF 1.83 CHF 280,000 280,000 113,501 113,501 207,881 CHF 209,018 CHF 100.00% 100.00%
12/11/2024 0.57% 1.85 CHF 1.86 CHF 280,000 280,000 111,402 111,402 200,963 CHF 202,079 CHF 99.95% 99.95%
11/11/2024 0.61% 1.75 CHF 1.76 CHF 270,000 270,000 102,894 102,894 173,315 CHF 174,346 CHF 99.35% 99.35%
08/11/2024 0.62% 1.63 CHF 1.64 CHF 260,000 260,000 103,100 103,100 169,342 CHF 170,375 CHF 99.53% 99.53%
07/11/2024 0.59% 1.65 CHF 1.66 CHF 260,000 260,000 108,130 108,130 183,352 CHF 184,436 CHF 99.86% 99.86%

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