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 0.96% 1.02 CHF 1.03 CHF 90,000 90,000 90,000 90,000 93,668 CHF 94,568 CHF 100.00% 100.00%
19/11/2024 1.00% 1.06 CHF 1.07 CHF 90,000 90,000 90,000 90,000 90,096 CHF 90,996 CHF 100.00% 100.00%
18/11/2024 0.93% 1.09 CHF 1.10 CHF 90,000 90,000 90,000 90,000 96,066 CHF 96,966 CHF 100.00% 100.00%
15/11/2024 0.94% 1.08 CHF 1.09 CHF 90,000 90,000 90,000 90,000 95,452 CHF 96,352 CHF 100.00% 100.00%
14/11/2024 1.05% 0.97 CHF 0.98 CHF 90,000 90,000 90,924 90,924 85,936 CHF 86,845 CHF 99.33% 99.33%
13/11/2024 1.20% 0.80 CHF 0.81 CHF 95,000 95,000 95,000 95,000 78,772 CHF 79,722 CHF 100.00% 100.00%
12/11/2024 1.08% 0.81 CHF 0.82 CHF 95,000 95,000 90,969 90,969 83,714 CHF 84,623 CHF 100.00% 100.00%
11/11/2024 0.96% 1.02 CHF 1.03 CHF 90,000 90,000 90,000 90,000 93,395 CHF 94,295 CHF 99.93% 99.93%
08/11/2024 0.95% 1.05 CHF 1.06 CHF 90,000 90,000 89,994 89,994 94,098 CHF 94,998 CHF 100.00% 100.00%
07/11/2024 0.87% 1.18 CHF 1.19 CHF 85,000 85,000 85,779 85,779 98,347 CHF 99,205 CHF 100.00% 100.00%

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