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 0.73% 1.40 CHF 1.41 CHF 1,000,000 1,000,000 1,000,000 1,000,000 1,373,400 CHF 1,383,400 CHF 99.47% 99.47%
19/11/2024 0.74% 1.34 CHF 1.35 CHF 1,000,000 1,000,000 1,000,000 1,000,000 1,353,470 CHF 1,363,470 CHF 100.00% 100.00%
18/11/2024 0.73% 1.36 CHF 1.37 CHF 1,000,000 1,000,000 1,000,000 1,000,000 1,374,230 CHF 1,384,230 CHF 99.30% 99.30%
15/11/2024 0.73% 1.39 CHF 1.40 CHF 1,000,000 1,000,000 1,000,000 1,000,000 1,373,190 CHF 1,383,190 CHF 98.67% 98.67%
14/11/2024 0.71% 1.37 CHF 1.38 CHF 1,000,000 1,000,000 1,000,000 1,000,000 1,397,800 CHF 1,407,800 CHF 100.00% 100.00%
13/11/2024 0.76% 1.36 CHF 1.37 CHF 1,000,000 1,000,000 1,000,000 1,000,000 1,319,420 CHF 1,329,420 CHF 99.08% 99.08%
12/11/2024 0.76% 1.32 CHF 1.33 CHF 1,000,000 1,000,000 1,000,000 1,000,000 1,313,930 CHF 1,323,930 CHF 99.82% 99.82%
11/11/2024 0.78% 1.29 CHF 1.30 CHF 1,000,000 1,000,000 1,000,000 1,000,000 1,273,620 CHF 1,283,620 CHF 99.78% 99.78%
08/11/2024 0.85% 1.21 CHF 1.22 CHF 1,000,000 1,000,000 1,000,000 1,000,000 1,172,450 CHF 1,182,450 CHF 99.11% 99.11%
07/11/2024 0.85% 1.15 CHF 1.16 CHF 1,000,000 1,000,000 1,000,000 1,000,000 1,170,290 CHF 1,180,290 CHF 99.96% 99.96%

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