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 0.84% 1.21 CHF 1.22 CHF 90,000 90,000 90,000 90,000 106,575 CHF 107,475 CHF 100.00% 100.00%
20/11/2024 0.83% 1.18 CHF 1.19 CHF 90,000 90,000 90,000 90,000 107,482 CHF 108,382 CHF 100.00% 100.00%
19/11/2024 0.86% 1.21 CHF 1.22 CHF 90,000 90,000 90,000 90,000 103,766 CHF 104,666 CHF 100.00% 100.00%
18/11/2024 0.82% 1.24 CHF 1.25 CHF 90,000 90,000 90,000 90,000 109,773 CHF 110,673 CHF 100.00% 100.00%
15/11/2024 0.82% 1.23 CHF 1.24 CHF 90,000 90,000 90,000 90,000 109,293 CHF 110,193 CHF 100.00% 100.00%
14/11/2024 0.91% 1.12 CHF 1.13 CHF 90,000 90,000 90,923 90,923 99,850 CHF 100,759 CHF 99.39% 99.39%
13/11/2024 1.01% 0.95 CHF 0.96 CHF 95,000 95,000 95,000 95,000 93,457 CHF 94,407 CHF 100.00% 100.00%
12/11/2024 0.93% 0.97 CHF 0.98 CHF 95,000 95,000 90,969 90,969 97,627 CHF 98,536 CHF 100.00% 100.00%
11/11/2024 0.84% 1.17 CHF 1.18 CHF 90,000 90,000 90,000 90,000 107,108 CHF 108,008 CHF 99.93% 99.93%
08/11/2024 0.83% 1.20 CHF 1.21 CHF 90,000 90,000 89,994 89,994 107,858 CHF 108,758 CHF 100.00% 100.00%

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