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 0.64% 1.57 CHF 1.58 CHF 200,000 200,000 200,000 200,000 309,534 CHF 311,534 CHF 99.81% 99.81%
19/11/2024 0.60% 1.63 CHF 1.64 CHF 200,000 200,000 200,000 200,000 330,316 CHF 332,316 CHF 99.72% 99.72%
18/11/2024 0.63% 1.58 CHF 1.59 CHF 200,000 200,000 200,000 200,000 317,188 CHF 319,188 CHF 99.71% 99.71%
15/11/2024 0.66% 1.55 CHF 1.56 CHF 200,000 200,000 200,000 200,000 300,845 CHF 302,845 CHF 99.81% 99.81%
14/11/2024 0.68% 1.45 CHF 1.46 CHF 200,000 200,000 200,000 200,000 294,539 CHF 296,539 CHF 99.81% 99.81%
13/11/2024 0.66% 1.53 CHF 1.54 CHF 200,000 200,000 200,000 200,000 302,420 CHF 304,420 CHF 99.81% 99.81%
12/11/2024 0.70% 1.51 CHF 1.52 CHF 200,000 200,000 200,000 200,000 284,879 CHF 286,879 CHF 99.50% 99.50%
11/11/2024 0.73% 1.36 CHF 1.37 CHF 200,000 200,000 200,000 200,000 271,609 CHF 273,609 CHF 99.72% 99.72%
08/11/2024 0.70% 1.43 CHF 1.44 CHF 200,000 200,000 200,000 200,000 286,767 CHF 288,767 CHF 99.81% 99.81%
07/11/2024 0.72% 1.37 CHF 1.38 CHF 200,000 200,000 200,000 200,000 276,563 CHF 278,563 CHF 95.69% 95.69%

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