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 0.75% 1.28 CHF 1.29 CHF 238,100 238,100 105,489 105,489 141,190 CHF 142,248 CHF 99.90% 99.90%
19/11/2024 0.79% 1.35 CHF 1.36 CHF 251,500 251,500 112,804 112,804 145,840 CHF 146,970 CHF 100.00% 100.00%
18/11/2024 0.74% 1.36 CHF 1.37 CHF 243,600 243,600 108,496 108,496 149,505 CHF 150,592 CHF 99.90% 99.90%
15/11/2024 0.64% 1.41 CHF 1.42 CHF 200,800 200,800 86,620 86,620 134,347 CHF 135,220 CHF 99.69% 99.69%
14/11/2024 0.55% 1.74 CHF 1.75 CHF 183,800 183,800 79,773 79,773 144,705 CHF 145,504 CHF 100.00% 100.00%
13/11/2024 0.63% 1.74 CHF 1.75 CHF 201,500 201,500 90,577 90,577 149,622 CHF 150,529 CHF 100.00% 100.00%
12/11/2024 0.66% 1.51 CHF 1.52 CHF 214,600 214,600 95,771 95,771 147,147 CHF 148,106 CHF 100.00% 100.00%
11/11/2024 0.64% 1.54 CHF 1.55 CHF 208,700 208,700 92,574 92,574 146,520 CHF 147,447 CHF 100.00% 100.00%
08/11/2024 0.63% 1.60 CHF 1.61 CHF 201,000 201,000 89,725 89,725 144,748 CHF 145,647 CHF 100.00% 100.00%
07/11/2024 0.66% 1.67 CHF 1.68 CHF 212,200 212,200 94,767 94,767 151,351 CHF 152,302 CHF 99.33% 99.33%

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