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
25/11/2024 0.60% 1.90 CHF 1.91 CHF 600,000 600,000 274,769 274,769 532,614 CHF 535,516 CHF 99.97% 99.97%
22/11/2024 0.50% 1.98 CHF 1.99 CHF 650,000 650,000 323,354 323,354 652,883 CHF 656,123 CHF 100.00% 100.00%
20/11/2024 0.50% 2.04 CHF 2.05 CHF 750,000 750,000 334,567 334,567 680,534 CHF 683,886 CHF 99.90% 99.90%
19/11/2024 0.51% 2.01 CHF 2.02 CHF 750,000 750,000 317,189 317,189 634,750 CHF 637,930 CHF 99.88% 99.88%
18/11/2024 0.50% 2.01 CHF 2.02 CHF 750,000 750,000 334,004 334,004 678,195 CHF 681,539 CHF 98.23% 98.23%
15/11/2024 0.50% 2.05 CHF 2.06 CHF 750,000 750,000 313,759 313,759 636,958 CHF 640,101 CHF 99.71% 99.71%
14/11/2024 0.52% 1.97 CHF 1.98 CHF 650,000 650,000 299,610 299,610 590,211 CHF 593,213 CHF 100.00% 100.00%
13/11/2024 0.53% 1.95 CHF 1.96 CHF 650,000 650,000 291,009 291,009 563,822 CHF 566,737 CHF 100.00% 100.00%
12/11/2024 0.53% 1.94 CHF 1.95 CHF 650,000 650,000 290,384 290,384 561,634 CHF 564,543 CHF 99.92% 99.92%
11/11/2024 0.54% 1.92 CHF 1.93 CHF 650,000 650,000 276,709 276,709 521,028 CHF 523,800 CHF 99.90% 99.90%

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