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 1.11% 0.91 CHF 0.92 CHF 102,000 102,000 102,459 102,459 91,649 CHF 92,673 CHF 100.00% 100.00%
20/11/2024 1.05% 0.93 CHF 0.94 CHF 100,000 100,000 99,440 99,440 94,578 CHF 95,572 CHF 100.00% 100.00%
19/11/2024 0.99% 0.97 CHF 0.98 CHF 98,000 98,000 96,961 96,961 97,053 CHF 98,023 CHF 100.00% 100.00%
18/11/2024 0.97% 1.03 CHF 1.04 CHF 96,000 96,000 96,000 96,000 98,215 CHF 99,175 CHF 100.00% 100.00%
15/11/2024 0.95% 1.04 CHF 1.05 CHF 94,000 94,000 94,139 94,139 98,119 CHF 99,061 CHF 100.00% 100.00%
14/11/2024 0.97% 1.04 CHF 1.05 CHF 94,000 94,000 95,359 95,359 98,194 CHF 99,147 CHF 99.34% 99.34%
13/11/2024 0.97% 1.02 CHF 1.03 CHF 96,000 96,000 95,138 95,138 97,860 CHF 98,811 CHF 100.00% 100.00%
12/11/2024 0.95% 1.03 CHF 1.04 CHF 96,000 96,000 94,320 94,320 98,326 CHF 99,269 CHF 100.00% 100.00%
11/11/2024 0.93% 1.06 CHF 1.07 CHF 94,000 94,000 93,998 93,998 100,262 CHF 101,202 CHF 99.93% 99.93%
08/11/2024 0.97% 1.03 CHF 1.04 CHF 96,000 96,000 95,519 95,519 98,289 CHF 99,244 CHF 100.00% 100.00%

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