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 0.52% 1.96 CHF 1.97 CHF 750,000 750,000 334,564 334,564 654,744 CHF 658,096 CHF 99.90% 99.90%
19/11/2024 0.53% 1.93 CHF 1.94 CHF 750,000 750,000 317,232 317,232 610,145 CHF 613,326 CHF 99.86% 99.86%
18/11/2024 0.52% 1.94 CHF 1.95 CHF 750,000 750,000 334,001 334,001 652,060 CHF 655,404 CHF 98.23% 98.23%
15/11/2024 0.52% 1.97 CHF 1.98 CHF 750,000 750,000 313,756 313,756 612,217 CHF 615,359 CHF 99.71% 99.71%
14/11/2024 0.54% 1.88 CHF 1.89 CHF 650,000 650,000 299,607 299,607 566,155 CHF 569,156 CHF 100.00% 100.00%
13/11/2024 0.55% 1.86 CHF 1.87 CHF 650,000 650,000 291,018 291,018 540,387 CHF 543,302 CHF 100.00% 100.00%
12/11/2024 0.55% 1.86 CHF 1.87 CHF 650,000 650,000 290,468 290,468 538,356 CHF 541,266 CHF 99.88% 99.88%
11/11/2024 0.57% 1.83 CHF 1.84 CHF 650,000 650,000 276,710 276,710 497,728 CHF 500,500 CHF 99.90% 99.90%
08/11/2024 0.60% 1.75 CHF 1.76 CHF 600,000 600,000 255,791 255,791 439,271 CHF 441,834 CHF 98.92% 98.92%
07/11/2024 0.62% 1.68 CHF 1.69 CHF 550,000 550,000 199,468 199,468 329,911 CHF 331,908 CHF 97.44% 97.44%

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