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 0.59% 1.72 CHF 1.73 CHF 250,000 100,000 250,000 100,000 422,921 CHF 170,168 CHF 99.17% 99.17%
19/11/2024 0.60% 1.65 CHF 1.66 CHF 250,000 100,000 250,000 100,000 416,867 CHF 167,747 CHF 99.17% 99.17%
18/11/2024 0.60% 1.65 CHF 1.66 CHF 250,000 100,000 250,000 100,000 416,978 CHF 167,791 CHF 99.23% 99.23%
15/11/2024 0.59% 1.70 CHF 1.71 CHF 250,000 100,000 250,000 100,000 423,516 CHF 170,407 CHF 99.17% 99.17%
14/11/2024 0.59% 1.63 CHF 1.64 CHF 250,000 100,000 250,000 100,000 424,395 CHF 170,758 CHF 99.16% 99.16%
13/11/2024 0.55% 1.79 CHF 1.80 CHF 250,000 100,000 250,000 100,000 453,515 CHF 182,406 CHF 99.17% 99.17%
12/11/2024 0.56% 1.83 CHF 1.84 CHF 250,000 100,000 250,000 100,000 445,927 CHF 179,371 CHF 99.17% 99.17%
11/11/2024 0.58% 1.74 CHF 1.75 CHF 250,000 100,000 250,000 100,000 427,704 CHF 172,082 CHF 99.17% 99.17%
08/11/2024 0.59% 1.71 CHF 1.72 CHF 250,000 100,000 250,000 100,000 421,884 CHF 169,754 CHF 99.17% 99.17%
07/11/2024 0.61% 1.66 CHF 1.67 CHF 250,000 100,000 250,000 100,000 406,711 CHF 163,684 CHF 98.66% 98.66%

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