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 1.52% 1.28 CHF 1.30 CHF 102,100 102,100 101,201 101,201 132,544 CHF 134,568 CHF 100.00% 100.00%
20/11/2024 1.59% 1.24 CHF 1.26 CHF 106,900 106,900 107,203 107,203 133,437 CHF 135,581 CHF 100.00% 100.00%
19/11/2024 1.69% 1.21 CHF 1.23 CHF 111,600 111,600 112,702 112,702 132,390 CHF 134,644 CHF 99.90% 99.90%
18/11/2024 1.68% 1.18 CHF 1.20 CHF 109,700 109,700 109,582 109,582 129,283 CHF 131,474 CHF 100.00% 100.00%
15/11/2024 1.40% 1.20 CHF 1.22 CHF 79,100 79,100 76,732 76,732 109,723 CHF 111,259 CHF 100.00% 100.00%
14/11/2024 1.70% 1.76 CHF 1.79 CHF 73,700 73,700 73,535 73,535 128,527 CHF 130,733 CHF 100.00% 100.00%
13/11/2024 1.75% 1.75 CHF 1.78 CHF 73,300 73,300 73,675 73,675 125,198 CHF 127,408 CHF 100.00% 100.00%
12/11/2024 1.37% 1.79 CHF 1.82 CHF 74,700 74,700 75,070 75,070 133,298 CHF 135,140 CHF 99.92% 99.92%
11/11/2024 1.15% 1.72 CHF 1.74 CHF 77,100 77,100 77,170 77,170 133,970 CHF 135,513 CHF 100.00% 100.00%
08/11/2024 1.21% 1.67 CHF 1.69 CHF 78,600 78,600 78,905 78,905 129,240 CHF 130,818 CHF 98.95% 98.95%

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