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 0.69% 1.49 CHF 1.50 CHF 280,000 280,000 114,120 114,120 169,746 CHF 170,889 CHF 99.89% 99.89%
19/11/2024 0.71% 1.48 CHF 1.49 CHF 280,000 280,000 110,694 110,694 160,251 CHF 161,360 CHF 99.95% 99.95%
18/11/2024 0.70% 1.47 CHF 1.48 CHF 280,000 280,000 107,073 107,073 155,522 CHF 156,594 CHF 99.89% 99.89%
15/11/2024 0.71% 1.47 CHF 1.48 CHF 280,000 280,000 111,180 111,180 160,237 CHF 161,352 CHF 100.00% 100.00%
14/11/2024 0.73% 1.38 CHF 1.39 CHF 270,000 270,000 109,040 109,040 151,656 CHF 152,748 CHF 99.76% 99.76%
13/11/2024 0.69% 1.46 CHF 1.47 CHF 280,000 280,000 113,501 113,501 167,277 CHF 168,415 CHF 100.00% 100.00%
12/11/2024 0.71% 1.49 CHF 1.50 CHF 280,000 280,000 111,411 111,411 161,230 CHF 162,346 CHF 99.95% 99.95%
11/11/2024 0.77% 1.39 CHF 1.40 CHF 270,000 270,000 102,895 102,895 136,663 CHF 137,694 CHF 99.36% 99.36%
08/11/2024 0.79% 1.27 CHF 1.28 CHF 260,000 260,000 103,098 103,098 132,790 CHF 133,823 CHF 99.53% 99.53%
07/11/2024 0.75% 1.30 CHF 1.31 CHF 260,000 260,000 108,133 108,133 145,119 CHF 146,202 CHF 99.86% 99.86%

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