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 0.58% 1.75 CHF 1.76 CHF 300,000 100,000 300,000 100,000 514,264 CHF 172,421 CHF 99.36% 99.36%
19/11/2024 0.58% 1.73 CHF 1.74 CHF 300,000 100,000 300,000 100,000 514,943 CHF 172,648 CHF 99.34% 99.34%
18/11/2024 0.58% 1.75 CHF 1.76 CHF 300,000 100,000 300,000 100,000 516,638 CHF 173,213 CHF 94.08% 94.08%
15/11/2024 0.53% 1.80 CHF 1.81 CHF 300,000 100,000 300,000 100,000 562,773 CHF 188,591 CHF 99.35% 99.35%
14/11/2024 0.52% 1.91 CHF 1.92 CHF 300,000 100,000 300,000 100,000 579,966 CHF 194,322 CHF 99.35% 99.35%
13/11/2024 0.50% 1.94 CHF 1.95 CHF 300,000 100,000 300,000 100,000 594,814 CHF 199,271 CHF 93.56% 93.56%
12/11/2024 0.47% 2.09 CHF 2.10 CHF 300,000 100,000 300,000 100,000 636,174 CHF 213,058 CHF 96.76% 96.76%
11/11/2024 0.47% 2.17 CHF 2.18 CHF 300,000 100,000 300,000 100,000 630,384 CHF 211,128 CHF 99.37% 99.37%
08/11/2024 0.47% 2.05 CHF 2.06 CHF 300,000 100,000 300,000 100,000 631,196 CHF 211,399 CHF 89.76% 89.76%
07/11/2024 0.51% 2.08 CHF 2.09 CHF 300,000 100,000 300,000 100,000 586,909 CHF 196,636 CHF 88.27% 88.27%

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