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 0.61% 1.68 CHF 1.69 CHF 750,000 750,000 334,560 334,560 561,158 CHF 564,510 CHF 99.90% 99.90%
19/11/2024 0.62% 1.66 CHF 1.67 CHF 750,000 750,000 317,228 317,228 522,667 CHF 525,847 CHF 99.90% 99.90%
18/11/2024 0.60% 1.66 CHF 1.67 CHF 750,000 750,000 333,992 333,992 558,638 CHF 561,982 CHF 98.23% 98.23%
15/11/2024 0.61% 1.69 CHF 1.70 CHF 750,000 750,000 313,754 313,754 524,346 CHF 527,488 CHF 99.71% 99.71%
14/11/2024 0.63% 1.61 CHF 1.62 CHF 650,000 650,000 299,608 299,608 482,637 CHF 485,638 CHF 100.00% 100.00%
13/11/2024 0.65% 1.59 CHF 1.60 CHF 650,000 650,000 291,015 291,015 460,038 CHF 462,953 CHF 100.00% 100.00%
12/11/2024 0.64% 1.58 CHF 1.59 CHF 650,000 650,000 290,481 290,481 458,063 CHF 460,973 CHF 99.88% 99.88%
11/11/2024 0.67% 1.56 CHF 1.57 CHF 650,000 650,000 276,720 276,720 422,769 CHF 425,541 CHF 99.90% 99.90%
08/11/2024 0.71% 1.49 CHF 1.50 CHF 600,000 600,000 255,749 255,749 370,398 CHF 372,960 CHF 98.95% 98.95%
07/11/2024 0.74% 1.41 CHF 1.42 CHF 550,000 550,000 199,484 199,484 276,907 CHF 278,904 CHF 97.44% 97.44%

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