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% 1.77 CHF 1.78 CHF 750,000 750,000 334,565 334,565 591,009 CHF 594,361 CHF 99.90% 99.90%
19/11/2024 0.59% 1.74 CHF 1.75 CHF 750,000 750,000 317,224 317,224 550,649 CHF 553,829 CHF 99.89% 99.89%
18/11/2024 0.57% 1.75 CHF 1.76 CHF 750,000 750,000 334,001 334,001 588,444 CHF 591,789 CHF 98.23% 98.23%
15/11/2024 0.58% 1.78 CHF 1.79 CHF 750,000 750,000 313,756 313,756 552,346 CHF 555,488 CHF 99.71% 99.71%
14/11/2024 0.60% 1.70 CHF 1.71 CHF 650,000 650,000 299,607 299,607 509,424 CHF 512,426 CHF 100.00% 100.00%
13/11/2024 0.61% 1.68 CHF 1.69 CHF 650,000 650,000 291,027 291,027 485,770 CHF 488,686 CHF 100.00% 100.00%
12/11/2024 0.61% 1.67 CHF 1.68 CHF 650,000 650,000 290,420 290,420 483,817 CHF 486,726 CHF 99.93% 99.93%
11/11/2024 0.63% 1.65 CHF 1.66 CHF 650,000 650,000 276,710 276,710 447,084 CHF 449,856 CHF 99.90% 99.90%
08/11/2024 0.67% 1.57 CHF 1.58 CHF 600,000 600,000 255,768 255,768 393,172 CHF 395,734 CHF 98.94% 98.94%
07/11/2024 0.69% 1.50 CHF 1.51 CHF 550,000 550,000 199,506 199,506 294,356 CHF 296,353 CHF 97.44% 97.44%

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