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
22/11/2024 0.65% 1.55 CHF 1.56 CHF 90,000 90,000 90,000 90,000 137,305 CHF 138,205 CHF 100.00% 100.00%
20/11/2024 0.65% 1.52 CHF 1.53 CHF 90,000 90,000 90,000 90,000 138,363 CHF 139,263 CHF 100.00% 100.00%
19/11/2024 0.67% 1.55 CHF 1.56 CHF 90,000 90,000 90,000 90,000 134,712 CHF 135,612 CHF 100.00% 100.00%
18/11/2024 0.64% 1.59 CHF 1.60 CHF 90,000 90,000 90,000 90,000 140,870 CHF 141,770 CHF 100.00% 100.00%
15/11/2024 0.64% 1.58 CHF 1.59 CHF 90,000 90,000 90,000 90,000 140,414 CHF 141,314 CHF 100.00% 100.00%
14/11/2024 0.69% 1.47 CHF 1.48 CHF 90,000 90,000 90,923 90,923 131,150 CHF 132,059 CHF 99.39% 99.39%
13/11/2024 0.75% 1.30 CHF 1.31 CHF 95,000 95,000 95,000 95,000 126,173 CHF 127,123 CHF 100.00% 100.00%
12/11/2024 0.70% 1.31 CHF 1.32 CHF 95,000 95,000 90,969 90,969 128,982 CHF 129,892 CHF 100.00% 100.00%
11/11/2024 0.65% 1.52 CHF 1.53 CHF 90,000 90,000 90,000 90,000 138,161 CHF 139,061 CHF 99.93% 99.93%
08/11/2024 0.65% 1.55 CHF 1.56 CHF 90,000 90,000 89,994 89,994 138,929 CHF 139,829 CHF 100.00% 100.00%

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