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 0.91% 1.11 CHF 1.12 CHF 500,000 100,000 500,000 100,000 549,194 CHF 110,839 CHF 99.27% 99.27%
19/11/2024 0.89% 1.12 CHF 1.13 CHF 500,000 100,000 500,000 100,000 561,849 CHF 113,370 CHF 99.27% 99.27%
18/11/2024 0.90% 1.11 CHF 1.12 CHF 500,000 100,000 500,000 100,000 554,315 CHF 111,863 CHF 99.27% 99.27%
15/11/2024 0.88% 1.13 CHF 1.14 CHF 500,000 100,000 500,000 100,000 563,002 CHF 113,600 CHF 99.27% 99.27%
14/11/2024 0.88% 1.13 CHF 1.14 CHF 500,000 100,000 500,000 100,000 566,834 CHF 114,367 CHF 99.27% 99.27%
13/11/2024 0.88% 1.14 CHF 1.15 CHF 500,000 100,000 500,000 100,000 568,526 CHF 114,705 CHF 99.27% 99.27%
12/11/2024 0.89% 1.15 CHF 1.16 CHF 500,000 100,000 500,000 100,000 559,648 CHF 112,930 CHF 99.25% 99.25%
11/11/2024 0.94% 1.07 CHF 1.08 CHF 500,000 100,000 500,000 100,000 529,703 CHF 106,941 CHF 99.27% 99.27%
08/11/2024 0.93% 1.07 CHF 1.08 CHF 500,000 100,000 500,000 100,000 532,753 CHF 107,551 CHF 99.25% 99.25%
07/11/2024 0.90% 1.10 CHF 1.11 CHF 500,000 100,000 500,000 100,000 550,000 CHF 111,000 CHF 1.12% 1.12%

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